+33.5%
NEE vs NUE
+59.2%
-25.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -1.9% | -2.7% | +0.7% | -1.7% |
| 30D | -3.1% | -6.1% | +2.9% | -2.7% |
| 3M | -2.4% | +2.2% | -4.7% | -2.7% |
| 6M | -8.6% | +50.8% | -59.4% | -11.2% |
| YTD | +4.9% | +57.5% | -52.6% | +1.5% |
| 1Y | +19.4% | +82.5% | -63.1% | +14.4% |
| All | +33.5% | +59.2% | -25.8% | +19.3% |
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