+2,417.1%
MSCI vs NUE
+720.7%
+1,696.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.4% | +4.2% | -3.8% | -1.3% |
| 30D | +0.6% | -5.0% | +5.5% | +2.2% |
| 3M | -7.1% | -0.2% | -6.9% | -8.0% |
| 6M | +0.8% | +49.1% | -48.3% | -15.3% |
| YTD | +1.0% | +61.0% | -60.0% | -18.1% |
| 1Y | +4.3% | +82.5% | -78.2% | -20.0% |
| 3Y | +9.9% | +57.9% | -48.0% | -14.1% |
| 5Y | -6.8% | +146.6% | -153.3% | -42.9% |
| 10Y | +614.7% | +561.6% | +53.1% | +147.3% |
| All | +2,417.1% | +720.7% | +1,696.4% | +589.1% |
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