+14,059.5%
NUE vs VMC
+3,191.4%
+10,868.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.9% |
| 7D | +1.8% | -0.5% | +2.3% | +2.1% |
| 30D | -6.0% | -9.1% | +3.1% | -1.4% |
| 3M | +1.4% | -4.1% | +5.6% | +3.1% |
| 6M | +52.8% | -5.5% | +58.4% | +56.1% |
| YTD | +58.1% | -8.9% | +67.0% | +63.2% |
| 1Y | +80.4% | -12.9% | +93.4% | +90.2% |
| 3Y | +62.3% | +22.1% | +40.1% | +42.0% |
| 5Y | +146.2% | +52.7% | +93.5% | +91.4% |
| 10Y | +549.5% | +152.7% | +396.8% | +270.7% |
| All | +14,059.5% | +3,191.4% | +10,868.1% | +2,650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling