+86.7%
NDAQ vs NUE
+59.2%
+27.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -6.8% | -2.7% | -4.1% | -6.4% |
| 30D | -3.2% | -6.1% | +2.9% | -2.2% |
| 3M | +6.5% | +2.2% | +4.2% | +5.8% |
| 6M | +5.7% | +50.8% | -45.0% | -2.6% |
| YTD | -4.6% | +57.5% | -62.2% | -13.2% |
| 1Y | -1.6% | +82.5% | -84.0% | -13.3% |
| All | +86.7% | +59.2% | +27.5% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling