+361.5%
NDAQ vs NUE
+599.8%
-238.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.3% |
| 7D | -5.9% | -0.6% | -5.2% | -5.7% |
| 30D | -4.7% | -4.6% | -0.1% | -3.8% |
| 3M | +5.5% | -0.3% | +5.8% | +5.2% |
| 6M | +7.4% | +51.9% | -44.5% | -3.8% |
| YTD | -5.5% | +60.0% | -65.5% | -16.7% |
| 1Y | -3.7% | +82.9% | -86.6% | -18.1% |
| 3Y | +85.0% | +66.0% | +19.0% | +56.7% |
| 5Y | +49.0% | +149.0% | -100.0% | +8.6% |
| All | +361.5% | +599.8% | -238.4% | +120.1% |
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 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