+140.2%
NI vs NUE
+599.8%
-459.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.7% |
| 3M | -10.6% | -0.3% | -10.3% | -10.8% |
| 6M | -9.3% | +51.9% | -61.2% | -15.5% |
| YTD | +1.1% | +60.0% | -58.8% | -6.7% |
| 1Y | +3.4% | +82.9% | -79.5% | -6.9% |
| 3Y | +67.9% | +66.0% | +1.9% | +50.7% |
| 5Y | +98.0% | +149.0% | -51.0% | +59.2% |
| All | +140.2% | +599.8% | -459.7% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling