+145.8%
GOOG vs NUE
+61.7%
+84.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.3% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -2.0% | -4.6% | +2.6% | -1.2% |
| 3M | -5.9% | -0.3% | -5.5% | -6.0% |
| 6M | +8.9% | +51.9% | -43.0% | -0.2% |
| YTD | +7.1% | +60.0% | -52.9% | -3.1% |
| 1Y | +39.7% | +82.9% | -43.2% | +22.6% |
| 3Y | +145.8% | +66.0% | +79.9% | +105.3% |
| All | +145.8% | +61.7% | +84.2% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling