+7,956.4%
QLD vs NUE
+812.0%
+7,144.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.7% |
| 7D | -1.4% | -10.2% | +8.8% | +6.1% |
| 30D | -19.6% | -0.4% | -19.1% | -19.2% |
| 3M | -14.1% | -8.4% | -5.8% | -9.7% |
| 6M | -13.6% | +10.1% | -23.7% | -20.3% |
| YTD | +12.5% | +54.1% | -41.5% | -17.6% |
| 1Y | +13.1% | +74.7% | -61.6% | -24.0% |
| 3Y | +154.7% | +72.0% | +82.7% | +64.1% |
| 5Y | +81.1% | +136.4% | -55.3% | -11.4% |
| 10Y | +1,418.0% | +434.6% | +983.4% | +272.9% |
| All | +7,956.4% | +812.0% | +7,144.5% | +1,143.5% |
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