-14.0%
META vs NUE
+83.1%
-97.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +5.5% | -2.7% | +8.2% | +6.0% |
| 30D | +7.6% | -6.1% | +13.6% | +8.7% |
| 3M | +13.0% | +2.2% | +10.7% | +12.5% |
| 6M | -1.3% | +50.8% | -52.1% | -13.3% |
| YTD | -2.2% | +57.5% | -59.7% | -15.0% |
| 1Y | -14.0% | +82.5% | -96.5% | -28.3% |
| All | -14.0% | +83.1% | -97.1% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling