+207.8%
TER vs NUE
+78.6%
+129.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | +24.0% | +6.1% | +17.8% | +19.7% |
| 30D | -30.6% | +2.7% | -33.4% | -31.2% |
| 3M | -34.5% | -3.8% | -30.6% | -32.7% |
| 6M | -26.4% | +14.0% | -40.4% | -31.8% |
| YTD | +36.4% | +61.2% | -24.8% | +4.4% |
| 1Y | +47.4% | +77.8% | -30.4% | +7.2% |
| All | +207.8% | +78.6% | +129.2% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling