+19,285.3%
NTAP vs NUE
+4,464.5%
+14,820.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +0.9% | -1.1% |
| 7D | +7.2% | +2.8% | +4.4% | +6.0% |
| 30D | -18.4% | -2.1% | -16.3% | -17.6% |
| 3M | -11.3% | -7.3% | -4.0% | -8.9% |
| 6M | +53.8% | +8.9% | +44.9% | +47.2% |
| YTD | +72.0% | +55.6% | +16.4% | +41.5% |
| 1Y | +68.0% | +74.7% | -6.6% | +31.7% |
| 3Y | +149.5% | +71.7% | +77.8% | +88.9% |
| 5Y | +125.6% | +141.2% | -15.6% | +39.5% |
| 10Y | +583.1% | +429.6% | +153.6% | +182.3% |
| All | +19,285.3% | +4,464.5% | +14,820.8% | +1,720.4% |
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