+575.6%
NUE vs A
+256.4%
+319.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.3% |
| 7D | -0.6% | -2.6% | +2.0% | +0.6% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -0.3% | +13.6% | -14.0% | -6.9% |
| 6M | +51.9% | +27.8% | +24.0% | +32.0% |
| YTD | +60.0% | +8.6% | +51.4% | +50.3% |
| 1Y | +82.9% | +16.9% | +66.0% | +64.4% |
| 3Y | +66.0% | +32.9% | +33.1% | +33.6% |
| 5Y | +149.0% | -14.1% | +163.1% | +150.7% |
| All | +575.6% | +256.4% | +319.2% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling