+18.9%
NET vs NUE
+19.1%
-0.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -16.4% | -1.4% | -14.9% | -16.2% |
| 30D | -25.8% | +6.6% | -32.4% | -26.8% |
| 3M | -11.5% | -2.0% | -9.5% | -11.0% |
| 6M | +18.9% | +19.2% | -0.3% | +17.3% |
| All | +18.9% | +19.1% | -0.2% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling