+1,065.2%
NRG vs NUE
+599.8%
+465.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.1% |
| 7D | -4.7% | -0.6% | -4.0% | -4.5% |
| 30D | -6.0% | -4.6% | -1.4% | -4.7% |
| 3M | -8.0% | -0.3% | -7.6% | -8.8% |
| 6M | -23.2% | +51.9% | -75.0% | -33.8% |
| YTD | -28.1% | +60.0% | -88.0% | -39.2% |
| 1Y | -27.3% | +82.9% | -110.2% | -41.3% |
| 3Y | +208.7% | +66.0% | +142.7% | +148.5% |
| 5Y | +197.7% | +149.0% | +48.7% | +96.7% |
| All | +1,065.2% | +599.8% | +465.3% | +279.2% |
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