+155.9%
NUE vs TRU
-35.6%
+191.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -0.6% | -2.7% | +2.1% | +0.1% |
| 30D | -4.6% | -2.0% | -2.5% | -4.3% |
| 3M | -0.3% | +18.4% | -18.8% | -5.9% |
| 6M | +51.9% | +8.9% | +43.0% | +46.0% |
| YTD | +60.0% | -8.9% | +68.9% | +60.9% |
| 1Y | +82.9% | -15.9% | +98.8% | +88.0% |
| 3Y | +66.0% | -1.1% | +67.1% | +59.7% |
| All | +155.9% | -35.6% | +191.5% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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