+422.4%
GE vs NUE
+142.4%
+280.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.0% |
| 30D | -11.9% | -6.1% | -5.9% | -10.3% |
| 3M | +1.8% | +2.2% | -0.4% | +0.8% |
| 6M | -0.6% | +50.8% | -51.4% | -13.0% |
| YTD | +5.5% | +57.5% | -52.0% | -9.0% |
| 1Y | +15.0% | +82.5% | -67.5% | -5.7% |
| 3Y | +269.5% | +61.7% | +207.8% | +203.6% |
| 5Y | +422.4% | +145.1% | +277.3% | +265.7% |
| All | +422.4% | +142.4% | +280.0% | +265.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling