+327.1%
NET vs NUE
+58.3%
+268.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -7.0% | +4.2% | -11.2% | -8.3% |
| 30D | -4.8% | -5.0% | +0.2% | -3.3% |
| 3M | +3.8% | -0.2% | +4.0% | +3.6% |
| 6M | +50.0% | +49.1% | +0.9% | +30.8% |
| YTD | +41.5% | +61.0% | -19.5% | +19.1% |
| 1Y | +32.8% | +82.5% | -49.7% | +6.2% |
| All | +327.1% | +58.3% | +268.8% | +218.3% |
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