+1,527.5%
META vs NUE
+964.8%
+562.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +6.7% | +4.2% | +2.5% | +5.3% |
| 30D | +4.8% | -5.0% | +9.7% | +6.3% |
| 3M | -1.6% | -0.2% | -1.4% | -2.2% |
| 6M | -7.5% | +49.1% | -56.6% | -19.2% |
| YTD | -6.4% | +61.0% | -67.4% | -20.4% |
| 1Y | -17.3% | +82.5% | -99.9% | -32.7% |
| 3Y | +109.9% | +57.9% | +52.0% | +72.8% |
| 5Y | +65.4% | +146.6% | -81.2% | +14.6% |
| 10Y | +391.8% | +561.6% | -169.8% | +123.1% |
| All | +1,527.5% | +964.8% | +562.7% | +608.0% |
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