+149.8%
NUE vs Z
-54.7%
+204.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.1% |
| 7D | +6.1% | -4.9% | +11.1% | +6.9% |
| 30D | +2.7% | +3.0% | -0.2% | +1.8% |
| 3M | -3.8% | -13.4% | +9.6% | -2.4% |
| 6M | +14.0% | -27.3% | +41.3% | +18.8% |
| YTD | +61.2% | -57.8% | +119.0% | +83.9% |
| 1Y | +77.8% | -60.0% | +137.8% | +104.8% |
| 3Y | +78.2% | -21.5% | +99.7% | +73.6% |
| 5Y | +149.8% | -55.0% | +204.8% | +144.0% |
| All | +149.8% | -54.7% | +204.6% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling