+41.2%
USB vs NUE
+146.7%
-105.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +1.4% | +4.2% | -2.8% | 0.0% |
| 30D | -1.3% | -5.0% | +3.7% | +0.3% |
| 3M | +15.2% | -0.2% | +15.5% | +14.8% |
| 6M | +18.8% | +49.1% | -30.3% | +3.0% |
| YTD | +21.0% | +61.0% | -40.0% | +2.0% |
| 1Y | +34.0% | +82.5% | -48.5% | +7.8% |
| 3Y | +95.3% | +57.9% | +37.4% | +60.0% |
| All | +41.2% | +146.7% | -105.5% | +1.6% |
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 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