+10.7%
U vs NUE
+59.2%
-48.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | 0.0% | -2.7% | +2.6% | +1.2% |
| 30D | -4.1% | -6.1% | +2.0% | -1.6% |
| 3M | +57.8% | +2.2% | +55.6% | +53.9% |
| 6M | +103.5% | +50.8% | +52.8% | +60.4% |
| YTD | -4.8% | +57.5% | -62.3% | -27.3% |
| 1Y | -2.4% | +82.5% | -84.9% | -32.0% |
| All | +10.7% | +59.2% | -48.6% | -28.4% |
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 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