+81.9%
META vs NUE
+123.1%
-41.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -10.6% | +9.8% | +2.6% |
| 30D | -15.4% | -0.6% | -14.8% | -15.4% |
| 3M | +3.5% | -9.7% | +13.2% | +6.4% |
| 6M | -0.3% | +5.1% | -5.4% | -3.0% |
| YTD | -7.3% | +51.4% | -58.8% | -20.7% |
| 1Y | -1.1% | +71.3% | -72.4% | -19.0% |
| 3Y | +95.1% | +66.8% | +28.2% | +52.8% |
| All | +81.9% | +123.1% | -41.2% | +23.2% |
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