+2,397.0%
VRT vs NUE
+364.7%
+2,032.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.2% |
| 7D | -7.7% | -2.7% | -5.0% | -6.7% |
| 30D | -12.0% | -6.1% | -5.9% | -9.6% |
| 3M | -11.7% | +2.2% | -13.9% | -13.0% |
| 6M | -8.1% | +50.8% | -58.9% | -23.8% |
| YTD | +53.2% | +57.5% | -4.3% | +24.9% |
| 1Y | +81.7% | +82.5% | -0.8% | +38.3% |
| 3Y | +535.3% | +61.7% | +473.6% | +394.1% |
| 5Y | +916.4% | +145.1% | +771.2% | +559.7% |
| All | +2,397.0% | +364.7% | +2,032.3% | +827.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling