+365.8%
NUE vs NTR
+97.9%
+267.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | -4.6% | +16.8% | -21.3% | -11.9% |
| 3M | -0.3% | +20.7% | -21.1% | -9.8% |
| 6M | +51.9% | +0.5% | +51.4% | +48.7% |
| YTD | +60.0% | +29.2% | +30.8% | +36.7% |
| 1Y | +82.9% | +39.6% | +43.3% | +48.9% |
| 3Y | +66.0% | +37.9% | +28.1% | +31.7% |
| 5Y | +149.0% | +47.1% | +101.9% | +69.0% |
| All | +365.8% | +97.9% | +267.9% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling