+847.5%
MSCI vs NUE
+423.6%
+423.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.3% |
| 7D | +3.0% | +2.8% | +0.2% | +2.1% |
| 30D | +17.8% | -2.1% | +19.9% | +18.2% |
| 3M | +15.2% | -7.3% | +22.5% | +17.0% |
| 6M | +16.5% | +8.9% | +7.6% | +12.0% |
| YTD | +16.4% | +55.6% | -39.2% | -0.5% |
| 1Y | +16.8% | +74.7% | -57.9% | -3.9% |
| 3Y | +35.8% | +71.7% | -35.9% | +9.1% |
| 5Y | +7.0% | +141.2% | -134.2% | -25.4% |
| All | +847.5% | +423.6% | +423.9% | +316.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling