+199.9%
TER vs NUE
+82.6%
+117.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.9% |
| 7D | +0.6% | +4.2% | -3.6% | -2.5% |
| 30D | -8.3% | -5.0% | -3.3% | -4.7% |
| 3M | -12.2% | -0.2% | -12.0% | -11.5% |
| 6M | +17.1% | +49.1% | -32.1% | -15.6% |
| YTD | +84.7% | +61.0% | +23.7% | +27.7% |
| 1Y | +199.9% | +82.5% | +117.4% | +90.8% |
| All | +199.9% | +82.6% | +117.3% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling