+8,026.5%
USB vs NUE
+13,783.1%
-5,756.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | +0.7% |
| 7D | -1.5% | -10.8% | +9.3% | +2.2% |
| 30D | +4.3% | -2.1% | +6.4% | +4.8% |
| 3M | -6.1% | -10.4% | +4.3% | -3.1% |
| 6M | +9.4% | +6.4% | +3.0% | +6.0% |
| YTD | +15.2% | +51.9% | -36.7% | -1.4% |
| 1Y | +32.8% | +71.1% | -38.4% | +9.1% |
| 3Y | +91.3% | +68.2% | +23.1% | +54.4% |
| 5Y | +22.7% | +135.5% | -112.8% | -15.1% |
| 10Y | +97.0% | +507.9% | -410.9% | -3.1% |
| All | +8,026.5% | +13,783.1% | -5,756.5% | +1,498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling