+143.4%
NTAP vs NUE
+146.6%
-3.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +7.0% | +8.1% |
| 7D | +7.4% | -0.6% | +8.0% | +7.6% |
| 30D | -1.4% | -4.6% | +3.2% | -0.1% |
| 3M | +24.6% | -0.3% | +24.9% | +24.3% |
| 6M | +105.9% | +51.9% | +54.0% | +80.6% |
| YTD | +88.5% | +60.0% | +28.5% | +62.6% |
| 1Y | +62.1% | +82.9% | -20.8% | +33.8% |
| 3Y | +169.1% | +66.0% | +103.1% | +120.3% |
| All | +143.4% | +146.6% | -3.2% | +72.5% |
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