-56.8%
W vs NUE
+147.6%
-204.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.4% |
| 7D | -1.7% | +6.1% | -7.8% | -5.7% |
| 30D | +3.2% | +2.7% | +0.5% | +0.9% |
| 3M | +8.3% | -3.8% | +12.1% | +9.4% |
| 6M | +84.3% | +14.0% | +70.3% | +65.0% |
| YTD | +11.0% | +61.2% | -50.2% | -23.5% |
| 1Y | -0.2% | +77.8% | -78.0% | -36.1% |
| 3Y | +157.9% | +78.2% | +79.7% | +57.0% |
| 5Y | -56.8% | +149.8% | -206.6% | -77.7% |
| All | -56.8% | +147.6% | -204.4% | -77.7% |
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