+105.8%
V vs NUE
+147.6%
-41.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -0.4% | +6.1% | -6.5% | -1.5% |
| 30D | +6.3% | +2.7% | +3.6% | +5.6% |
| 3M | +17.2% | -3.8% | +21.0% | +17.7% |
| 6M | +29.2% | +14.0% | +15.2% | +24.8% |
| YTD | +20.8% | +61.2% | -40.4% | +7.6% |
| 1Y | +25.0% | +77.8% | -52.8% | +8.9% |
| 3Y | +75.3% | +78.2% | -2.9% | +48.1% |
| 5Y | +105.8% | +149.8% | -44.0% | +54.3% |
| All | +105.8% | +147.6% | -41.8% | +54.3% |
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