+422.0%
NUE vs Z
-16.5%
+438.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -6.9% | -4.0% |
| 7D | +2.8% | +0.8% | +1.9% | +2.5% |
| 30D | -2.1% | +5.2% | -7.3% | -3.3% |
| 3M | -7.3% | -17.0% | +9.7% | -5.4% |
| 6M | +8.9% | -22.7% | +31.5% | +11.8% |
| YTD | +55.6% | -56.3% | +111.9% | +73.5% |
| 1Y | +74.7% | -57.7% | +132.3% | +95.6% |
| 3Y | +71.7% | -16.5% | +88.2% | +67.8% |
| 5Y | +141.2% | -53.4% | +194.6% | +147.8% |
| All | +422.0% | -16.5% | +438.5% | +305.3% |
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