+34,107.2%
LOW vs NUE
+14,301.5%
+19,805.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.6% | -2.7% | 0.0% | -1.8% |
| 30D | -11.1% | -6.1% | -5.1% | -9.6% |
| 3M | -8.5% | +2.2% | -10.7% | -9.6% |
| 6M | -20.8% | +50.8% | -71.6% | -31.0% |
| YTD | -17.2% | +57.5% | -74.8% | -28.9% |
| 1Y | -24.7% | +82.5% | -107.2% | -38.6% |
| 3Y | -9.7% | +61.7% | -71.4% | -25.8% |
| 5Y | +6.0% | +145.1% | -139.1% | -27.2% |
| 10Y | +230.5% | +577.8% | -347.3% | +56.0% |
| All | +34,107.2% | +14,301.5% | +19,805.7% | +4,225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling