+243.5%
NEM vs NUE
+59.2%
+184.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -3.3% | -2.7% | -0.6% | -2.7% |
| 30D | +7.8% | -6.1% | +13.9% | +9.1% |
| 3M | +36.3% | +2.2% | +34.0% | +35.0% |
| 6M | +6.6% | +50.8% | -44.2% | -2.9% |
| YTD | +27.1% | +57.5% | -30.4% | +15.1% |
| 1Y | +62.3% | +82.5% | -20.1% | +42.6% |
| All | +243.5% | +59.2% | +184.3% | +191.1% |
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 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