+58.3%
NUE vs NVD
-99.1%
+157.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -0.5% |
| 7D | -2.7% | +9.0% | -11.7% | -1.9% |
| 30D | -6.1% | -5.5% | -0.6% | -6.2% |
| 3M | +2.2% | -24.6% | +26.9% | +0.4% |
| 6M | +50.8% | -42.1% | +92.8% | +45.7% |
| YTD | +57.5% | -44.3% | +101.9% | +52.3% |
| 1Y | +82.5% | -54.2% | +136.6% | +74.8% |
| 3Y | +61.7% | -99.1% | +160.8% | +21.8% |
| All | +58.3% | -99.1% | +157.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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