+575.6%
NUE vs Z
-2.5%
+578.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.9% |
| 7D | -0.6% | -6.0% | +5.4% | +0.3% |
| 30D | -4.6% | -2.3% | -2.3% | -4.5% |
| 3M | -0.3% | -0.6% | +0.3% | -0.8% |
| 6M | +51.9% | -27.6% | +79.5% | +58.3% |
| YTD | +60.0% | -52.4% | +112.3% | +77.2% |
| 1Y | +82.9% | -63.6% | +146.5% | +111.1% |
| 3Y | +66.0% | -36.4% | +102.4% | +70.6% |
| 5Y | +149.0% | -64.6% | +213.6% | +164.8% |
| All | +575.6% | -2.5% | +578.1% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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