+575.6%
NUE vs VMC
+156.6%
+419.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -0.6% | -3.8% | +3.1% | +1.5% |
| 30D | -4.6% | -9.7% | +5.1% | +0.8% |
| 3M | -0.3% | -9.6% | +9.3% | +4.7% |
| 6M | +51.9% | -4.8% | +56.7% | +54.6% |
| YTD | +60.0% | -10.9% | +70.9% | +67.1% |
| 1Y | +82.9% | -15.6% | +98.5% | +96.5% |
| 3Y | +66.0% | +19.3% | +46.7% | +44.3% |
| 5Y | +149.0% | +48.0% | +100.9% | +90.0% |
| All | +575.6% | +156.6% | +419.1% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling