+274.5%
IR vs NUE
+443.2%
-168.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -1.8% |
| 30D | -14.0% | -6.1% | -7.9% | -11.7% |
| 3M | +3.7% | +2.2% | +1.5% | +1.9% |
| 6M | -15.4% | +50.8% | -66.2% | -31.2% |
| YTD | -7.7% | +57.5% | -65.2% | -26.5% |
| 1Y | -8.8% | +82.5% | -91.3% | -32.7% |
| 3Y | +5.6% | +61.7% | -56.1% | -20.7% |
| 5Y | +34.3% | +145.1% | -110.8% | -25.2% |
| All | +274.5% | +443.2% | -168.7% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling