+5,601.4%
NSC vs NUE
+14,124.9%
-8,523.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.4% |
| 7D | +2.5% | +2.8% | -0.3% | +1.5% |
| 30D | +1.7% | -2.1% | +3.8% | +2.3% |
| 3M | -2.6% | -7.3% | +4.8% | -0.5% |
| 6M | +6.4% | +8.9% | -2.4% | +1.9% |
| YTD | +15.5% | +55.6% | -40.1% | -3.4% |
| 1Y | +17.6% | +74.7% | -57.1% | -5.8% |
| 3Y | +75.0% | +71.7% | +3.3% | +36.4% |
| 5Y | +32.2% | +141.2% | -109.0% | -13.6% |
| 10Y | +296.6% | +429.6% | -133.0% | +84.0% |
| All | +5,601.4% | +14,124.9% | -8,523.5% | +690.3% |
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