+239.8%
RF vs NUE
+451.1%
-211.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -2.4% |
| 7D | +0.3% | -6.2% | +6.6% | +3.6% |
| 30D | +6.2% | +2.5% | +3.7% | +4.3% |
| 3M | -7.8% | -6.4% | -1.5% | -5.5% |
| 6M | +5.9% | +13.3% | -7.4% | -3.2% |
| YTD | +9.0% | +58.5% | -49.5% | -18.1% |
| 1Y | +19.3% | +81.9% | -62.6% | -17.1% |
| 3Y | +116.4% | +75.3% | +41.2% | +45.8% |
| 5Y | +46.0% | +149.9% | -103.9% | -30.7% |
| 10Y | +239.8% | +436.0% | -196.2% | -24.7% |
| All | +239.8% | +451.1% | -211.3% | -24.7% |
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