+600.6%
NUE vs TRU
+225.6%
+375.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.7% | -9.4% | +6.7% | +0.6% |
| 30D | -6.1% | -4.1% | -2.0% | -5.1% |
| 3M | +2.2% | +13.6% | -11.3% | -3.3% |
| 6M | +50.8% | +3.6% | +47.2% | +46.2% |
| YTD | +57.5% | -9.8% | +67.4% | +58.6% |
| 1Y | +82.5% | -13.6% | +96.1% | +85.3% |
| 3Y | +61.7% | -2.0% | +63.6% | +49.3% |
| 5Y | +145.1% | -35.8% | +181.0% | +163.9% |
| 10Y | +577.8% | +142.9% | +434.9% | +339.3% |
| All | +600.6% | +225.6% | +375.0% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling