-52.9%
NVO vs NUE
+61.7%
-114.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -7.6% | -0.6% | -6.9% | -7.5% |
| 30D | -6.0% | -4.6% | -1.4% | -5.4% |
| 3M | -0.8% | -0.3% | -0.5% | -1.0% |
| 6M | +16.5% | +51.9% | -35.4% | +8.8% |
| YTD | -11.1% | +60.0% | -71.1% | -17.8% |
| 1Y | -16.7% | +82.9% | -99.6% | -24.6% |
| 3Y | -52.9% | +66.0% | -118.9% | -59.0% |
| All | -52.9% | +61.7% | -114.6% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling