+145.1%
NUE vs VMC
+47.2%
+97.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.7% | -3.7% | +1.0% | -0.6% |
| 30D | -6.1% | -12.8% | +6.7% | +1.6% |
| 3M | +2.2% | -7.9% | +10.2% | +6.5% |
| 6M | +50.8% | -7.5% | +58.3% | +56.0% |
| YTD | +57.5% | -11.6% | +69.2% | +65.0% |
| 1Y | +82.5% | -14.3% | +96.7% | +94.3% |
| 3Y | +61.7% | +18.5% | +43.2% | +35.5% |
| 5Y | +145.1% | +46.8% | +98.4% | +73.1% |
| All | +145.1% | +47.2% | +97.9% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling