+611.5%
MSCI vs NUE
+589.1%
+22.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | -4.7% | -2.7% | -2.0% | -3.9% |
| 30D | -2.2% | -6.1% | +3.9% | -0.6% |
| 3M | -9.7% | +2.2% | -11.9% | -11.0% |
| 6M | +0.3% | +50.8% | -50.5% | -12.5% |
| YTD | -3.5% | +57.5% | -61.0% | -17.3% |
| 1Y | -1.4% | +82.5% | -83.8% | -19.5% |
| 3Y | +6.6% | +61.7% | -55.1% | -12.2% |
| 5Y | -10.9% | +145.1% | -156.1% | -37.8% |
| All | +611.5% | +589.1% | +22.4% | +199.6% |
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