+193.5%
NRG vs NUE
+146.6%
+46.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.2% |
| 7D | -4.7% | -0.6% | -4.0% | -4.5% |
| 30D | -6.0% | -4.6% | -1.4% | -5.0% |
| 3M | -8.0% | -0.3% | -7.6% | -8.6% |
| 6M | -23.2% | +51.9% | -75.0% | -31.8% |
| YTD | -28.1% | +60.0% | -88.0% | -37.2% |
| 1Y | -27.3% | +82.9% | -110.2% | -38.8% |
| 3Y | +208.7% | +66.0% | +142.7% | +155.6% |
| All | +193.5% | +146.6% | +46.9% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling