+90.1%
RF vs NUE
+146.7%
-56.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.3% | +4.2% | -2.9% | -0.2% |
| 30D | -3.6% | -5.0% | +1.4% | -1.9% |
| 3M | +8.1% | -0.2% | +8.3% | +7.6% |
| 6M | +11.5% | +49.1% | -37.7% | -4.9% |
| YTD | +15.6% | +61.0% | -45.4% | -4.3% |
| 1Y | +15.7% | +82.5% | -66.9% | -9.0% |
| 3Y | +86.9% | +57.9% | +29.0% | +50.1% |
| All | +90.1% | +146.7% | -56.6% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling