+575.6%
NUE vs VSH
+196.4%
+379.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.6% | -0.8% |
| 7D | -0.6% | +4.8% | -5.4% | -2.5% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | -0.3% | -43.1% | +42.7% | +19.5% |
| 6M | +51.9% | +91.8% | -39.9% | +2.8% |
| YTD | +60.0% | +131.6% | -71.6% | -1.8% |
| 1Y | +82.9% | +118.1% | -35.2% | +13.9% |
| 3Y | +66.0% | +40.9% | +25.1% | +19.8% |
| 5Y | +149.0% | +75.8% | +73.2% | +56.3% |
| All | +575.6% | +196.4% | +379.2% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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