+32.4%
USB vs NUE
+84.9%
-52.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +5.7% | +3.8% | +1.9% | +4.5% |
| 3M | -4.7% | -3.7% | -1.0% | -4.0% |
| 6M | +13.4% | +13.2% | +0.2% | +8.6% |
| YTD | +17.0% | +61.6% | -44.6% | -2.8% |
| 1Y | +32.4% | +83.6% | -51.2% | +2.6% |
| All | +32.4% | +84.9% | -52.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling