+472.4%
NEM vs NUE
+14,354.5%
-13,882.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +3.9% | +1.8% | +2.1% | +3.5% |
| 30D | +12.7% | -6.0% | +18.7% | +14.0% |
| 3M | +28.7% | +1.4% | +27.2% | +27.8% |
| 6M | +9.8% | +52.8% | -43.1% | +0.2% |
| YTD | +28.1% | +58.1% | -30.0% | +16.1% |
| 1Y | +69.3% | +80.4% | -11.1% | +49.0% |
| 3Y | +247.7% | +62.3% | +185.4% | +206.3% |
| 5Y | +153.4% | +146.2% | +7.2% | +98.6% |
| 10Y | +291.3% | +549.5% | -258.2% | +135.5% |
| All | +472.4% | +14,354.5% | -13,882.1% | +198.2% |
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