+152.0%
NUE vs QS
-75.4%
+227.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -2.7% | -5.0% | +2.3% | -2.2% |
| 30D | -6.1% | -18.3% | +12.2% | -4.2% |
| 3M | +2.2% | -26.0% | +28.2% | +4.5% |
| 6M | +50.8% | -24.0% | +74.8% | +53.1% |
| YTD | +57.5% | -50.3% | +107.8% | +66.5% |
| 1Y | +82.5% | -38.0% | +120.4% | +84.5% |
| 3Y | +61.7% | -24.6% | +86.3% | +46.0% |
| All | +152.0% | -75.4% | +227.4% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling