+211.9%
TER vs NUE
+142.4%
+69.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +9.4% | -2.7% | +12.0% | +10.8% |
| 30D | -2.4% | -6.1% | +3.6% | +0.6% |
| 3M | +6.5% | +2.2% | +4.3% | +4.8% |
| 6M | +23.2% | +50.8% | -27.6% | +1.4% |
| YTD | +91.5% | +57.5% | +33.9% | +55.0% |
| 1Y | +214.8% | +82.5% | +132.3% | +138.3% |
| 3Y | +275.3% | +61.7% | +213.7% | +188.0% |
| 5Y | +211.9% | +145.1% | +66.8% | +115.5% |
| All | +211.9% | +142.4% | +69.5% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling