+91.7%
USB vs NUE
+495.4%
-403.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | -10.6% | +10.6% | +4.9% |
| 30D | +5.8% | -0.6% | +6.4% | +5.7% |
| 3M | -6.0% | -9.7% | +3.8% | -2.4% |
| 6M | +7.8% | +5.1% | +2.7% | +3.6% |
| YTD | +14.6% | +51.4% | -36.8% | -7.4% |
| 1Y | +31.8% | +71.3% | -39.5% | +0.5% |
| 3Y | +91.5% | +66.8% | +24.7% | +41.9% |
| 5Y | +22.0% | +134.8% | -112.8% | -30.2% |
| All | +91.7% | +495.4% | -403.7% | -44.8% |
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