+7,443.4%
QLD vs NUE
+796.3%
+6,647.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -10.3% | -10.6% | +0.3% | -3.3% |
| 30D | -26.1% | -0.6% | -25.5% | -25.6% |
| 3M | -17.8% | -9.7% | -8.0% | -12.7% |
| 6M | -15.6% | +5.1% | -20.7% | -19.8% |
| YTD | +5.4% | +51.4% | -46.1% | -22.0% |
| 1Y | +5.2% | +71.3% | -66.1% | -28.5% |
| 3Y | +139.4% | +66.8% | +72.6% | +57.2% |
| 5Y | +66.7% | +134.8% | -68.1% | -18.2% |
| 10Y | +1,422.1% | +506.1% | +915.9% | +239.0% |
| All | +7,443.4% | +796.3% | +6,647.1% | +1,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling