+45.4%
NU vs NUE
+145.2%
-99.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -4.2% | -2.7% | -1.5% | -3.4% |
| 30D | +10.0% | -6.1% | +16.1% | +12.1% |
| 3M | +29.3% | +2.2% | +27.0% | +27.6% |
| 6M | +0.9% | +50.8% | -49.8% | -12.5% |
| YTD | -10.3% | +57.5% | -67.8% | -23.5% |
| 1Y | -3.2% | +82.5% | -85.6% | -21.5% |
| 3Y | +120.6% | +61.7% | +58.9% | +78.7% |
| All | +45.4% | +145.2% | -99.8% | +1.3% |
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