+1,187.3%
VUG vs NUE
+3,349.6%
-2,162.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.5% | +0.1% |
| 7D | +2.5% | +2.8% | -0.3% | +1.6% |
| 30D | -6.3% | -2.1% | -4.2% | -5.8% |
| 3M | -6.0% | -7.3% | +1.3% | -4.3% |
| 6M | -3.5% | +8.9% | -12.4% | -7.0% |
| YTD | +3.9% | +55.6% | -51.7% | -10.7% |
| 1Y | +5.1% | +74.7% | -69.6% | -12.9% |
| 3Y | +77.9% | +71.7% | +6.2% | +43.5% |
| 5Y | +62.4% | +141.2% | -78.8% | +13.3% |
| 10Y | +399.4% | +429.6% | -30.2% | +150.3% |
| All | +1,187.3% | +3,349.6% | -2,162.4% | +283.9% |
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