+3,925.3%
NUE vs A
+457.0%
+3,468.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +4.2% | -1.9% | +6.2% | +4.9% |
| 30D | -5.0% | +6.9% | -11.9% | -7.2% |
| 3M | -0.2% | +9.2% | -9.5% | -3.4% |
| 6M | +49.1% | +25.7% | +23.5% | +36.9% |
| YTD | +61.0% | +11.5% | +49.5% | +53.2% |
| 1Y | +82.5% | +18.4% | +64.2% | +69.9% |
| 3Y | +57.9% | +26.6% | +31.3% | +41.6% |
| 5Y | +146.6% | -12.8% | +159.4% | +147.3% |
| 10Y | +561.6% | +247.2% | +314.4% | +330.4% |
| All | +3,925.3% | +457.0% | +3,468.2% | +1,772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling