+152.5%
JPM vs NUE
+146.6%
+6.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.7% | -0.6% | 0.0% | -0.5% |
| 30D | -2.5% | -4.6% | +2.1% | -1.2% |
| 3M | +14.1% | -0.3% | +14.5% | +13.8% |
| 6M | +25.1% | +51.9% | -26.8% | +9.8% |
| YTD | +12.1% | +60.0% | -47.9% | -3.2% |
| 1Y | +18.8% | +82.9% | -64.1% | -1.7% |
| 3Y | +163.4% | +66.0% | +97.4% | +117.5% |
| All | +152.5% | +146.6% | +6.0% | +81.5% |
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