+1,502.1%
QLD vs NUE
+423.6%
+1,078.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.5% |
| 7D | +7.0% | +2.8% | +4.2% | +5.4% |
| 30D | -14.3% | -2.1% | -12.2% | -13.0% |
| 3M | -16.0% | -7.3% | -8.7% | -12.7% |
| 6M | -14.2% | +8.9% | -23.1% | -19.5% |
| YTD | +12.8% | +55.6% | -42.9% | -15.1% |
| 1Y | +14.1% | +74.7% | -60.6% | -19.9% |
| 3Y | +146.0% | +71.7% | +74.3% | +66.0% |
| 5Y | +82.0% | +141.2% | -59.2% | -4.7% |
| All | +1,502.1% | +423.6% | +1,078.5% | +320.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling