+13.8%
VRT vs NUE
+86.4%
-72.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.8% | -11.8% |
| 7D | -15.4% | -1.4% | -14.0% | -14.7% |
| 30D | -19.0% | +6.6% | -25.5% | -21.3% |
| 3M | -23.8% | -2.0% | -21.8% | -23.0% |
| 6M | -37.9% | +19.2% | -57.1% | -43.9% |
| YTD | +27.0% | +65.6% | -38.6% | -9.1% |
| 1Y | +13.8% | +87.8% | -74.1% | -23.0% |
| All | +13.8% | +86.4% | -72.6% | -23.0% |
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 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