+792.7%
NUE vs VRSK
+586.4%
+206.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.6% | -5.2% | +4.5% | +1.4% |
| 30D | -4.6% | -2.3% | -2.2% | -4.1% |
| 3M | -0.3% | -2.9% | +2.6% | -0.3% |
| 6M | +51.9% | -12.8% | +64.7% | +57.2% |
| YTD | +60.0% | -20.8% | +80.8% | +70.9% |
| 1Y | +82.9% | -33.2% | +116.1% | +109.5% |
| 3Y | +66.0% | -26.6% | +92.6% | +76.9% |
| 5Y | +149.0% | -11.3% | +160.3% | +137.4% |
| 10Y | +588.3% | +126.1% | +462.2% | +311.5% |
| All | +792.7% | +586.4% | +206.3% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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