+615.0%
F vs NUE
+14,617.8%
-14,002.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +5.3% | +4.2% | +1.1% | +3.7% |
| 30D | +4.6% | -5.0% | +9.6% | +6.4% |
| 3M | -3.7% | -0.2% | -3.4% | -4.3% |
| 6M | +16.8% | +49.1% | -32.3% | -0.5% |
| YTD | +15.3% | +61.0% | -45.7% | -5.0% |
| 1Y | +31.0% | +82.5% | -51.5% | +2.4% |
| 3Y | +45.4% | +57.9% | -12.5% | +16.2% |
| 5Y | +54.7% | +146.6% | -91.9% | +0.4% |
| 10Y | +98.2% | +561.6% | -463.4% | -15.0% |
| All | +615.0% | +14,617.8% | -14,002.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling