+120.6%
VLO vs NUE
+86.4%
+34.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.7% |
| 7D | -6.0% | -1.4% | -4.5% | -5.9% |
| 30D | -12.9% | +6.6% | -19.4% | -13.1% |
| 3M | +18.3% | -2.0% | +20.3% | +18.1% |
| 6M | +46.4% | +19.2% | +27.2% | +45.7% |
| YTD | +127.7% | +65.6% | +62.1% | +121.1% |
| 1Y | +120.6% | +87.8% | +32.8% | +112.1% |
| All | +120.6% | +86.4% | +34.2% | +112.1% |
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