+5,602.3%
NSC vs NUE
+14,392.8%
-8,790.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.4% |
| 7D | -3.4% | -6.2% | +2.8% | -1.2% |
| 30D | +3.6% | +2.5% | +1.2% | +2.6% |
| 3M | -1.4% | -6.4% | +5.0% | +0.4% |
| 6M | +6.0% | +13.3% | -7.3% | 0.0% |
| YTD | +15.5% | +58.5% | -43.0% | -4.0% |
| 1Y | +16.2% | +81.9% | -65.7% | -8.3% |
| 3Y | +76.9% | +75.3% | +1.7% | +36.9% |
| 5Y | +29.3% | +149.9% | -120.6% | -16.6% |
| 10Y | +298.3% | +436.0% | -137.7% | +84.0% |
| All | +5,602.3% | +14,392.8% | -8,790.5% | +685.2% |
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 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