+36.4%
UPS vs NUE
+599.8%
-563.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.2% |
| 7D | -2.0% | -0.6% | -1.3% | -1.8% |
| 30D | -2.0% | -4.6% | +2.6% | -0.8% |
| 3M | -6.2% | -0.3% | -5.9% | -6.7% |
| 6M | +2.8% | +51.9% | -49.1% | -10.1% |
| YTD | +5.9% | +60.0% | -54.1% | -8.9% |
| 1Y | +26.2% | +82.9% | -56.6% | +4.2% |
| 3Y | -26.0% | +66.0% | -92.0% | -39.1% |
| 5Y | -34.3% | +149.0% | -183.2% | -54.6% |
| All | +36.4% | +599.8% | -563.5% | -36.7% |
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 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