+1,866.0%
T vs NUE
+14,354.5%
-12,488.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | +7.6% | -6.0% | +13.6% | +8.8% |
| 3M | +15.3% | +1.4% | +13.9% | +14.7% |
| 6M | -8.5% | +52.8% | -61.3% | -16.5% |
| YTD | +6.8% | +58.1% | -51.3% | -3.4% |
| 1Y | -7.2% | +80.4% | -87.7% | -18.5% |
| 3Y | +108.2% | +62.3% | +46.0% | +81.9% |
| 5Y | +66.1% | +146.2% | -80.1% | +27.9% |
| 10Y | +65.3% | +549.5% | -484.2% | -1.3% |
| All | +1,866.0% | +14,354.5% | -12,488.5% | +416.9% |
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