+32.6%
NET vs NUE
+161.3%
-128.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.6% |
| 7D | -16.4% | -1.4% | -14.9% | -15.8% |
| 30D | -25.8% | +6.6% | -32.4% | -28.2% |
| 3M | -11.5% | -2.0% | -9.5% | -11.3% |
| 6M | +18.9% | +19.2% | -0.3% | +7.4% |
| YTD | +35.2% | +65.6% | -30.4% | +1.7% |
| 1Y | +14.5% | +87.8% | -73.4% | -19.7% |
| 3Y | +313.8% | +83.5% | +230.4% | +171.7% |
| 5Y | +32.6% | +157.7% | -125.2% | -28.3% |
| All | +32.6% | +161.3% | -128.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling