+155.9%
NUE vs A
-14.3%
+170.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.4% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -0.3% | +13.6% | -14.0% | -5.9% |
| 6M | +51.9% | +27.8% | +24.0% | +34.9% |
| YTD | +60.0% | +8.6% | +51.4% | +52.1% |
| 1Y | +82.9% | +16.9% | +66.0% | +67.2% |
| 3Y | +66.0% | +32.9% | +33.1% | +36.6% |
| All | +155.9% | -14.3% | +170.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling