+37.3%
IR vs NUE
+147.3%
-110.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | -15.0% | -6.1% | -9.0% | -13.2% |
| 3M | -0.4% | +1.7% | -2.1% | -1.5% |
| 6M | -15.0% | +53.1% | -68.1% | -28.0% |
| YTD | -7.1% | +59.0% | -66.1% | -22.3% |
| 1Y | -7.5% | +85.3% | -92.9% | -27.2% |
| 3Y | +6.3% | +63.2% | -56.9% | -15.2% |
| 5Y | +37.3% | +146.8% | -109.5% | -3.4% |
| All | +37.3% | +147.3% | -110.0% | -3.4% |
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 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