+5,605.4%
NSC vs NUE
+14,617.8%
-9,012.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -5.5% | +4.2% | -9.7% | -7.0% |
| 30D | -3.2% | -5.0% | +1.8% | -1.7% |
| 3M | +7.7% | -0.2% | +7.9% | +6.9% |
| 6M | +4.5% | +49.1% | -44.6% | -10.7% |
| YTD | +15.6% | +61.0% | -45.4% | -4.2% |
| 1Y | +19.8% | +82.5% | -62.7% | -5.7% |
| 3Y | +70.1% | +57.9% | +12.2% | +36.9% |
| 5Y | +46.1% | +146.6% | -100.4% | -5.5% |
| 10Y | +328.1% | +561.6% | -233.5% | +83.7% |
| All | +5,605.4% | +14,617.8% | -9,012.4% | +684.1% |
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