+2,785.5%
MSCI vs NUE
+708.2%
+2,077.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.5% |
| 7D | +2.7% | -6.2% | +8.9% | +5.1% |
| 30D | +16.2% | +2.5% | +13.8% | +14.7% |
| 3M | +17.1% | -6.4% | +23.5% | +19.0% |
| 6M | +13.0% | +13.3% | -0.3% | +5.6% |
| YTD | +15.8% | +58.5% | -42.8% | -6.1% |
| 1Y | +15.5% | +81.9% | -66.4% | -11.6% |
| 3Y | +32.3% | +75.3% | -43.0% | -1.4% |
| 5Y | +8.2% | +149.9% | -141.8% | -34.1% |
| 10Y | +800.7% | +436.0% | +364.7% | +243.8% |
| All | +2,785.5% | +708.2% | +2,077.3% | +690.1% |
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