-39.3%
VG vs NUE
+115.2%
-154.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.7% | +4.2% | -2.5% | 0.0% |
| 30D | +16.0% | -5.0% | +21.0% | +18.1% |
| 3M | +9.7% | -0.2% | +9.9% | +8.9% |
| 6M | +29.6% | +49.1% | -19.6% | -0.1% |
| YTD | +112.0% | +61.0% | +51.0% | +55.1% |
| 1Y | +12.8% | +82.5% | -69.7% | -25.5% |
| All | -39.3% | +115.2% | -154.6% | -66.6% |
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 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