-9.1%
NVTS vs NUE
+170.5%
-179.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +3.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.0% |
| 30D | -16.5% | -4.6% | -12.0% | -14.1% |
| 3M | -47.6% | -0.3% | -47.3% | -48.5% |
| 6M | +7.3% | +51.9% | -44.6% | -18.2% |
| YTD | +62.9% | +60.0% | +2.9% | +20.8% |
| 1Y | +91.3% | +82.9% | +8.4% | +30.0% |
| 3Y | +43.4% | +66.0% | -22.6% | +0.1% |
| All | -9.1% | +170.5% | -179.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling