+23.9%
IR vs NUE
+72.4%
-48.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.1% |
| 7D | +2.5% | +2.8% | -0.2% | +1.3% |
| 30D | +9.2% | -2.1% | +11.3% | +9.9% |
| 3M | +0.9% | -7.3% | +8.3% | +3.5% |
| 6M | +19.2% | +8.9% | +10.4% | +14.0% |
| YTD | +7.5% | +55.6% | -48.1% | -11.5% |
| 1Y | +11.7% | +74.7% | -62.9% | -12.1% |
| 3Y | +23.9% | +71.7% | -47.8% | -7.3% |
| All | +23.9% | +72.4% | -48.5% | -7.3% |
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