+338.5%
RF vs NUE
+559.5%
-221.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -0.1% | -2.3% | +2.2% | +1.1% |
| 30D | -4.0% | -6.1% | +2.1% | -0.9% |
| 3M | +5.6% | +1.7% | +3.9% | +3.6% |
| 6M | +13.1% | +53.1% | -40.0% | -12.2% |
| YTD | +13.6% | +59.0% | -45.5% | -14.0% |
| 1Y | +16.0% | +85.3% | -69.4% | -20.0% |
| 3Y | +90.2% | +63.2% | +27.0% | +34.7% |
| 5Y | +87.0% | +146.8% | -59.8% | -10.0% |
| 10Y | +338.5% | +584.3% | -245.8% | -10.6% |
| All | +338.5% | +559.5% | -221.0% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling