+641.0%
NUE vs Z
+17.0%
+624.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.7% | -0.8% |
| 7D | +1.8% | -3.3% | +5.0% | +2.3% |
| 30D | -6.0% | -3.7% | -2.2% | -5.6% |
| 3M | +1.4% | -7.0% | +8.4% | +1.9% |
| 6M | +52.8% | -29.5% | +82.3% | +59.9% |
| YTD | +58.1% | -52.6% | +110.7% | +75.2% |
| 1Y | +80.4% | -64.0% | +144.4% | +108.5% |
| 3Y | +62.3% | -36.4% | +98.7% | +66.8% |
| 5Y | +146.2% | -65.8% | +211.9% | +163.6% |
| 10Y | +549.5% | -5.8% | +555.3% | +407.0% |
| All | +641.0% | +17.0% | +624.0% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling