+54.0%
UNP vs NUE
+142.4%
-88.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | -2.0% | -6.1% | +4.1% | -0.6% |
| 3M | +7.5% | +2.2% | +5.3% | +6.5% |
| 6M | +15.3% | +50.8% | -35.4% | +3.6% |
| YTD | +25.4% | +57.5% | -32.1% | +11.4% |
| 1Y | +35.6% | +82.5% | -46.9% | +15.8% |
| 3Y | +44.1% | +61.7% | -17.5% | +23.7% |
| 5Y | +54.0% | +145.1% | -91.2% | +20.0% |
| All | +54.0% | +142.4% | -88.5% | +20.0% |
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