+69.5%
T vs NUE
+146.6%
-77.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +7.5% | -4.6% | +12.0% | +7.9% |
| 3M | +14.8% | -0.3% | +15.1% | +14.6% |
| 6M | -1.7% | +51.9% | -53.6% | -5.9% |
| YTD | +8.7% | +60.0% | -51.3% | +3.4% |
| 1Y | -7.5% | +82.9% | -90.4% | -13.2% |
| 3Y | +110.2% | +66.0% | +44.3% | +96.6% |
| All | +69.5% | +146.6% | -77.1% | +43.7% |
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 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