+820.4%
MSCI vs NUE
+445.3%
+375.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | +16.5% | +3.8% | +12.7% | +14.9% |
| 3M | +18.2% | -3.7% | +21.8% | +18.7% |
| 6M | +14.0% | +13.2% | +0.8% | +8.3% |
| YTD | +16.6% | +61.6% | -45.0% | -1.4% |
| 1Y | +14.8% | +83.6% | -68.8% | -6.8% |
| 3Y | +33.3% | +78.6% | -45.4% | +5.9% |
| 5Y | +9.1% | +148.0% | -138.9% | -24.4% |
| 10Y | +820.4% | +449.9% | +370.5% | +300.8% |
| All | +820.4% | +445.3% | +375.1% | +300.8% |
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