+76.7%
NUE vs Q
+68.3%
+8.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.9% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | -2.1% | -2.7% | +0.6% | -1.8% |
| 3M | -7.3% | -16.9% | +9.6% | -5.1% |
| 6M | +8.9% | -26.9% | +35.7% | +12.9% |
| YTD | +55.6% | +45.2% | +10.4% | +48.7% |
| 1Y | +74.7% | +38.1% | +36.5% | +65.9% |
| All | +76.7% | +68.3% | +8.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling