+139.4%
QLD vs NUE
+66.5%
+72.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -10.3% | -10.6% | +0.3% | -5.1% |
| 30D | -26.1% | -0.6% | -25.5% | -25.6% |
| 3M | -17.8% | -9.7% | -8.0% | -13.8% |
| 6M | -15.6% | +5.1% | -20.7% | -18.4% |
| YTD | +5.4% | +51.4% | -46.1% | -16.1% |
| 1Y | +5.2% | +71.3% | -66.1% | -21.7% |
| 3Y | +139.4% | +66.8% | +72.6% | +65.8% |
| All | +139.4% | +66.5% | +72.9% | +65.8% |
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