+155.9%
NUE vs ZBRA
-40.4%
+196.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.3% | +1.0% |
| 7D | -0.6% | -3.4% | +2.8% | +0.5% |
| 30D | -4.6% | -7.4% | +2.8% | -2.2% |
| 3M | -0.3% | +57.5% | -57.8% | -15.1% |
| 6M | +51.9% | +64.0% | -12.1% | +26.5% |
| YTD | +60.0% | +44.3% | +15.7% | +37.9% |
| 1Y | +82.9% | +10.9% | +72.0% | +71.6% |
| 3Y | +66.0% | +37.5% | +28.5% | +38.9% |
| All | +155.9% | -40.4% | +196.3% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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