+67.9%
NI vs NUE
+61.7%
+6.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -1.4% | -4.6% | +3.2% | -1.0% |
| 3M | -10.6% | -0.3% | -10.3% | -10.7% |
| 6M | -9.3% | +51.9% | -61.2% | -12.6% |
| YTD | +1.1% | +60.0% | -58.8% | -3.1% |
| 1Y | +3.4% | +82.9% | -79.5% | -2.4% |
| 3Y | +67.9% | +66.0% | +1.9% | +52.6% |
| All | +67.9% | +61.7% | +6.2% | +52.6% |
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