-68.9%
U vs NUE
+142.4%
-211.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | 0.0% | -2.7% | +2.6% | +1.4% |
| 30D | -4.1% | -6.1% | +2.0% | -1.3% |
| 3M | +57.8% | +2.2% | +55.6% | +53.3% |
| 6M | +103.5% | +50.8% | +52.8% | +57.3% |
| YTD | -4.8% | +57.5% | -62.3% | -28.8% |
| 1Y | -2.4% | +82.5% | -84.9% | -33.5% |
| 3Y | +11.7% | +61.7% | -50.0% | -21.9% |
| 5Y | -68.9% | +145.1% | -214.0% | -82.2% |
| All | -68.9% | +142.4% | -211.3% | -82.2% |
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 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