+1,547.1%
QQQ vs NUE
+4,772.5%
-3,225.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | -1.4% | -6.1% | +4.7% | +0.4% |
| 3M | +2.3% | +2.2% | 0.0% | +1.0% |
| 6M | +16.9% | +50.8% | -33.9% | +2.1% |
| YTD | +15.6% | +57.5% | -41.9% | -0.7% |
| 1Y | +22.6% | +82.5% | -59.8% | +0.3% |
| 3Y | +93.5% | +61.7% | +31.9% | +59.5% |
| 5Y | +93.9% | +145.1% | -51.2% | +34.5% |
| 10Y | +564.6% | +577.8% | -13.2% | +208.9% |
| All | +1,547.1% | +4,772.5% | -3,225.4% | +223.8% |
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