+66.0%
NUE vs NTR
+36.8%
+29.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | -4.6% | +16.8% | -21.3% | -8.6% |
| 3M | -0.3% | +20.7% | -21.1% | -5.6% |
| 6M | +51.9% | +0.5% | +51.4% | +50.5% |
| YTD | +60.0% | +29.2% | +30.8% | +45.6% |
| 1Y | +82.9% | +39.6% | +43.3% | +61.7% |
| 3Y | +66.0% | +37.9% | +28.1% | +43.4% |
| All | +66.0% | +36.8% | +29.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling