+1,842.6%
UMC vs NUE
+599.8%
+1,242.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | +9.0% | -0.6% | +9.6% | +9.2% |
| 30D | +17.2% | -4.6% | +21.8% | +18.6% |
| 3M | +11.4% | -0.3% | +11.7% | +10.8% |
| 6M | +137.5% | +51.9% | +85.6% | +111.0% |
| YTD | +193.1% | +60.0% | +133.1% | +155.3% |
| 1Y | +240.3% | +82.9% | +157.4% | +184.3% |
| 3Y | +262.2% | +66.0% | +196.2% | +201.7% |
| 5Y | +143.1% | +149.0% | -5.8% | +75.7% |
| All | +1,842.6% | +599.8% | +1,242.7% | +936.1% |
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