+8.9%
NUE vs Z
-23.8%
+32.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -6.9% | -3.5% |
| 7D | +2.8% | +0.8% | +1.9% | +2.7% |
| 30D | -2.1% | +5.2% | -7.3% | -1.2% |
| 3M | -7.3% | -17.0% | +9.7% | -6.8% |
| 6M | +8.9% | -22.7% | +31.5% | +15.3% |
| All | +8.9% | -23.8% | +32.7% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling