+514.9%
NUE vs QS
-47.0%
+561.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +1.0% |
| 7D | -2.3% | -4.2% | +1.9% | -2.1% |
| 30D | -6.1% | -15.7% | +9.6% | -5.2% |
| 3M | +1.7% | -28.7% | +30.3% | +3.3% |
| 6M | +53.1% | -23.2% | +76.3% | +54.4% |
| YTD | +59.0% | -49.9% | +109.0% | +64.3% |
| 1Y | +85.3% | -38.8% | +124.1% | +87.2% |
| 3Y | +63.2% | -24.0% | +87.3% | +56.0% |
| 5Y | +146.8% | -75.6% | +222.4% | +140.2% |
| All | +514.9% | -47.0% | +561.9% | +500.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling