+22.0%
NSC vs NUE
+79.5%
-57.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -1.5% | +1.8% | -3.3% | -1.7% |
| 30D | -1.9% | -6.0% | +4.0% | -1.2% |
| 3M | +6.2% | +1.4% | +4.8% | +5.9% |
| 6M | +9.2% | +52.8% | -43.7% | +1.5% |
| YTD | +15.0% | +58.1% | -43.1% | +7.0% |
| All | +22.0% | +79.5% | -57.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling