+112.5%
NET vs NUE
+146.7%
-34.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -7.0% | +4.2% | -11.2% | -9.0% |
| 30D | -4.8% | -5.0% | +0.2% | -2.6% |
| 3M | +3.8% | -0.2% | +4.0% | +3.1% |
| 6M | +50.0% | +49.1% | +0.9% | +21.1% |
| YTD | +41.5% | +61.0% | -19.5% | +8.7% |
| 1Y | +32.8% | +82.5% | -49.7% | -5.2% |
| 3Y | +335.9% | +57.9% | +278.0% | +217.2% |
| All | +112.5% | +146.7% | -34.2% | +18.5% |
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