+995.4%
TER vs NUE
+423.6%
+571.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -3.7% |
| 7D | +14.4% | +2.8% | +11.6% | +13.0% |
| 30D | -30.6% | -2.1% | -28.5% | -29.3% |
| 3M | -39.2% | -7.3% | -31.9% | -36.6% |
| 6M | -31.3% | +8.9% | -40.1% | -33.9% |
| YTD | +29.1% | +55.6% | -26.5% | +5.4% |
| 1Y | +47.4% | +74.7% | -27.2% | +14.2% |
| 3Y | +191.2% | +71.7% | +119.6% | +120.6% |
| 5Y | +74.0% | +141.2% | -67.2% | +8.6% |
| All | +995.4% | +423.6% | +571.8% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling