+19.2%
UL vs NUE
+142.4%
-123.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -4.1% | -2.7% | -1.4% | -3.9% |
| 30D | -1.2% | -6.1% | +4.9% | -0.8% |
| 3M | +6.0% | +2.2% | +3.7% | +5.7% |
| 6M | -5.5% | +50.8% | -56.2% | -7.9% |
| YTD | -3.3% | +57.5% | -60.9% | -6.0% |
| 1Y | -9.8% | +82.5% | -92.3% | -13.1% |
| 3Y | +20.1% | +61.7% | -41.5% | +16.0% |
| 5Y | +19.2% | +145.1% | -126.0% | +7.8% |
| All | +19.2% | +142.4% | -123.2% | +7.8% |
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