+41.9%
QLD vs NUE
+76.1%
-34.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +3.0% | +1.8% | +1.2% | +2.3% |
| 30D | -1.8% | -6.0% | +4.1% | +0.2% |
| 3M | -1.8% | +1.4% | -3.2% | -2.2% |
| 6M | +36.9% | +52.8% | -15.9% | +15.4% |
| YTD | +28.7% | +58.1% | -29.4% | +7.0% |
| 1Y | +41.9% | +80.4% | -38.5% | +9.6% |
| All | +41.9% | +76.1% | -34.2% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling