+145.1%
NUE vs Z
-66.6%
+211.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.5% |
| 7D | -2.7% | -11.6% | +8.9% | -0.8% |
| 30D | -6.1% | -8.5% | +2.4% | -5.0% |
| 3M | +2.2% | -7.9% | +10.1% | +2.9% |
| 6M | +50.8% | -29.1% | +79.8% | +57.9% |
| YTD | +57.5% | -54.2% | +111.7% | +76.7% |
| 1Y | +82.5% | -63.5% | +146.0% | +112.4% |
| 3Y | +61.7% | -38.6% | +100.3% | +68.1% |
| 5Y | +145.1% | -66.0% | +211.1% | +143.6% |
| All | +145.1% | -66.6% | +211.7% | +143.6% |
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 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