+857.3%
NUE vs VCLT
+103.3%
+754.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | -6.0% | -0.6% | -5.4% | -5.9% |
| 3M | +1.4% | -2.2% | +3.7% | +1.5% |
| 6M | +52.8% | -2.9% | +55.7% | +52.9% |
| YTD | +58.1% | -2.1% | +60.2% | +58.2% |
| 1Y | +80.4% | -2.6% | +83.0% | +80.5% |
| 3Y | +62.3% | +12.5% | +49.8% | +62.7% |
| 5Y | +146.2% | -15.3% | +161.5% | +133.0% |
| 10Y | +549.5% | +16.6% | +532.9% | +597.1% |
| All | +857.3% | +103.3% | +754.0% | +1,488.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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