+265.9%
UMC vs NUE
+5,856.0%
-5,590.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +11.4% | -2.7% | +14.1% | +12.7% |
| 30D | +16.8% | -6.1% | +22.9% | +19.9% |
| 3M | +19.1% | +2.2% | +16.9% | +16.6% |
| 6M | +137.4% | +50.8% | +86.7% | +94.9% |
| YTD | +186.4% | +57.5% | +128.8% | +128.3% |
| 1Y | +229.1% | +82.5% | +146.6% | +143.2% |
| 3Y | +257.9% | +61.7% | +196.2% | +164.5% |
| 5Y | +137.5% | +145.1% | -7.6% | +33.9% |
| 10Y | +1,808.2% | +577.8% | +1,230.4% | +449.6% |
| All | +265.9% | +5,856.0% | -5,590.1% | -75.3% |
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