+1,622.6%
T vs NUE
+14,124.9%
-12,502.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.7% |
| 7D | +2.5% | +2.8% | -0.2% | +2.0% |
| 30D | -3.8% | -2.1% | -1.7% | -3.6% |
| 3M | -8.7% | -7.3% | -1.4% | -7.8% |
| 6M | -8.1% | +8.9% | -17.0% | -10.4% |
| YTD | -6.4% | +55.6% | -62.1% | -15.4% |
| 1Y | -9.8% | +74.7% | -84.4% | -20.4% |
| 3Y | +65.5% | +71.7% | -6.2% | +42.5% |
| 5Y | +57.0% | +141.2% | -84.3% | +21.4% |
| 10Y | +60.8% | +429.6% | -368.8% | -0.1% |
| All | +1,622.6% | +14,124.9% | -12,502.3% | +352.6% |
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 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