-39.0%
U vs NUE
+490.5%
-529.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.8% | +4.2% | -8.0% | -5.6% |
| 30D | +17.5% | -5.0% | +22.4% | +19.6% |
| 3M | +38.7% | -0.2% | +38.9% | +37.4% |
| 6M | +104.4% | +49.1% | +55.3% | +68.1% |
| YTD | -5.7% | +61.0% | -66.7% | -25.5% |
| 1Y | +3.7% | +82.5% | -78.9% | -23.0% |
| 3Y | +12.3% | +57.9% | -45.6% | -13.9% |
| 5Y | -68.8% | +146.6% | -215.4% | -78.8% |
| All | -39.0% | +490.5% | -529.5% | -53.9% |
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