+165.5%
YUM vs NUE
+599.8%
-434.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -6.1% | -0.6% | -5.4% | -6.0% |
| 30D | -5.8% | -4.6% | -1.3% | -5.1% |
| 3M | -7.6% | -0.3% | -7.3% | -8.0% |
| 6M | -9.1% | +51.9% | -61.0% | -17.4% |
| YTD | -5.5% | +60.0% | -65.5% | -15.3% |
| 1Y | -3.7% | +82.9% | -86.6% | -16.4% |
| 3Y | +17.8% | +66.0% | -48.2% | +1.8% |
| 5Y | +19.3% | +149.0% | -129.7% | -11.3% |
| All | +165.5% | +599.8% | -434.3% | +28.5% |
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 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