+14,183.4%
TER vs NUE
+14,617.8%
-434.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +0.6% | +4.2% | -3.6% | -1.3% |
| 30D | -8.3% | -5.0% | -3.3% | -6.2% |
| 3M | -12.2% | -0.2% | -12.0% | -12.5% |
| 6M | +17.1% | +49.1% | -32.1% | -2.0% |
| YTD | +84.7% | +61.0% | +23.7% | +49.6% |
| 1Y | +199.9% | +82.5% | +117.4% | +129.5% |
| 3Y | +232.8% | +57.9% | +174.8% | +164.7% |
| 5Y | +198.6% | +146.6% | +52.0% | +85.5% |
| 10Y | +1,669.7% | +561.6% | +1,108.1% | +556.0% |
| All | +14,183.4% | +14,617.8% | -434.3% | +1,513.4% |
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 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