+64.4%
UL vs NUE
+599.8%
-535.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.5% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +0.5% | -4.6% | +5.0% | +0.9% |
| 3M | +7.2% | -0.3% | +7.6% | +7.1% |
| 6M | -3.1% | +51.9% | -54.9% | -7.5% |
| YTD | -2.7% | +60.0% | -62.7% | -7.7% |
| 1Y | -10.2% | +82.9% | -93.1% | -16.2% |
| 3Y | +20.3% | +66.0% | -45.7% | +12.0% |
| 5Y | +19.9% | +149.0% | -129.0% | +2.8% |
| All | +64.4% | +599.8% | -535.5% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling