+627.7%
GEV vs NUE
+36.8%
+590.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +3.2% | -2.3% | +5.5% | +4.1% |
| 30D | -4.0% | -6.1% | +2.1% | -1.6% |
| 3M | +3.4% | +1.7% | +1.7% | +2.0% |
| 6M | +14.7% | +53.1% | -38.4% | -5.9% |
| YTD | +45.8% | +59.0% | -13.3% | +17.3% |
| 1Y | +57.4% | +85.3% | -28.0% | +18.2% |
| All | +627.7% | +36.8% | +590.8% | +386.0% |
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