-62.3%
W vs NUE
+147.3%
-209.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | +5.9% | -2.3% | +8.2% | +7.5% |
| 30D | -3.0% | -6.1% | +3.0% | +0.6% |
| 3M | +40.3% | +1.7% | +38.7% | +37.4% |
| 6M | +32.2% | +53.1% | -20.9% | -3.1% |
| YTD | -0.3% | +59.0% | -59.3% | -29.1% |
| 1Y | +16.2% | +85.3% | -69.2% | -26.2% |
| 3Y | +40.7% | +63.2% | -22.5% | -6.5% |
| 5Y | -62.3% | +146.8% | -209.1% | -79.5% |
| All | -62.3% | +147.3% | -209.7% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling