+521.4%
NUE vs ACWI
+344.2%
+177.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +0.4% |
| 7D | -2.4% | -0.7% | -1.8% | -1.4% |
| 30D | +3.8% | -2.0% | +5.8% | +6.5% |
| 3M | -3.7% | -2.2% | -1.5% | -1.0% |
| 6M | +13.2% | +1.9% | +11.3% | +10.2% |
| YTD | +61.6% | +12.0% | +49.6% | +38.7% |
| 1Y | +83.6% | +12.5% | +71.1% | +56.6% |
| 3Y | +78.6% | +75.4% | +3.2% | -13.9% |
| 5Y | +148.0% | +61.5% | +86.5% | +34.2% |
| 10Y | +449.9% | +227.1% | +222.8% | +21.0% |
| All | +521.4% | +344.2% | +177.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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