+163.6%
W vs NUE
+550.8%
-387.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -4.2% | +4.2% | -8.4% | -6.6% |
| 30D | -7.6% | -5.0% | -2.6% | -5.2% |
| 3M | +37.2% | -0.2% | +37.4% | +36.4% |
| 6M | +26.3% | +49.1% | -22.8% | -1.3% |
| YTD | -1.0% | +61.0% | -62.0% | -26.2% |
| 1Y | +20.1% | +82.5% | -62.5% | -17.1% |
| 3Y | +37.8% | +57.9% | -20.1% | +1.3% |
| 5Y | -63.7% | +146.6% | -210.2% | -79.0% |
| 10Y | +156.3% | +561.6% | -405.3% | -22.2% |
| All | +163.6% | +550.8% | -387.2% | -22.4% |
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