+82.5%
NUE vs M
+46.1%
+36.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | +4.2% | +4.7% | -0.5% | +3.0% |
| 30D | -5.0% | -9.6% | +4.7% | -2.6% |
| 3M | -0.2% | +0.9% | -1.1% | -0.4% |
| 6M | +49.1% | +22.3% | +26.9% | +42.2% |
| YTD | +61.0% | +6.5% | +54.5% | +58.3% |
| 1Y | +82.5% | +38.8% | +43.8% | +62.9% |
| All | +82.5% | +46.1% | +36.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling