+82.9%
NUE vs QS
-36.7%
+119.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.5% |
| 7D | -0.6% | -3.6% | +3.0% | -0.5% |
| 30D | -4.6% | -17.2% | +12.7% | -3.8% |
| 3M | -0.3% | -27.0% | +26.7% | +0.8% |
| 6M | +51.9% | -24.6% | +76.5% | +53.4% |
| YTD | +60.0% | -49.3% | +109.3% | +63.2% |
| 1Y | +82.9% | -40.3% | +123.2% | +103.8% |
| All | +82.9% | -36.7% | +119.6% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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