+37,066.6%
VLO vs NUE
+14,354.5%
+22,712.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +4.0% |
| 7D | +5.8% | +1.8% | +4.0% | +4.9% |
| 30D | +28.3% | -6.0% | +34.3% | +31.3% |
| 3M | +48.7% | +1.4% | +47.3% | +46.5% |
| 6M | +71.9% | +52.8% | +19.1% | +42.1% |
| YTD | +138.7% | +58.1% | +80.5% | +94.2% |
| 1Y | +148.5% | +80.4% | +68.0% | +90.1% |
| 3Y | +192.7% | +62.3% | +130.4% | +127.8% |
| 5Y | +601.6% | +146.2% | +455.4% | +331.1% |
| 10Y | +900.2% | +549.5% | +350.7% | +309.3% |
| All | +37,066.6% | +14,354.5% | +22,712.2% | +7,222.0% |
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