+2,625.5%
UL vs NUE
+14,354.5%
-11,728.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.3% | +1.8% | -3.1% | -1.6% |
| 30D | +0.9% | -6.0% | +6.9% | +1.8% |
| 3M | +14.2% | +1.4% | +12.8% | +13.7% |
| 6M | -3.2% | +52.8% | -56.0% | -9.8% |
| YTD | -0.3% | +58.1% | -58.4% | -7.8% |
| 1Y | -8.8% | +80.4% | -89.2% | -17.5% |
| 3Y | +23.9% | +62.3% | -38.4% | +11.4% |
| 5Y | +21.4% | +146.2% | -124.8% | -1.2% |
| 10Y | +66.7% | +549.5% | -482.8% | +9.0% |
| All | +2,625.5% | +14,354.5% | -11,728.9% | +907.7% |
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