+9,127.5%
QLD vs NUE
+853.0%
+8,274.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.7% |
| 7D | +0.6% | +4.2% | -3.7% | -2.3% |
| 30D | -0.1% | -5.0% | +4.8% | +2.9% |
| 3M | -8.4% | -0.2% | -8.1% | -9.5% |
| 6M | +32.2% | +49.1% | -16.9% | 0.0% |
| YTD | +28.9% | +61.0% | -32.1% | -8.1% |
| 1Y | +43.8% | +82.5% | -38.7% | -6.4% |
| 3Y | +176.6% | +57.9% | +118.7% | +88.7% |
| 5Y | +121.6% | +146.6% | -25.0% | +4.8% |
| 10Y | +1,652.9% | +561.6% | +1,091.3% | +268.1% |
| All | +9,127.5% | +853.0% | +8,274.5% | +1,288.0% |
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