+5,093.9%
NI vs NUE
+14,439.6%
-9,345.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | -0.3% | -6.1% | +5.8% | +0.7% |
| 3M | -9.5% | +1.7% | -11.1% | -10.0% |
| 6M | -10.2% | +53.1% | -63.3% | -16.7% |
| YTD | +1.8% | +59.0% | -57.3% | -6.3% |
| 1Y | +5.7% | +85.3% | -79.7% | -5.4% |
| 3Y | +69.6% | +63.2% | +6.4% | +52.2% |
| 5Y | +95.8% | +146.8% | -51.0% | +59.2% |
| 10Y | +145.1% | +584.3% | -439.2% | +59.8% |
| All | +5,093.9% | +14,439.6% | -9,345.8% | +2,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling