+52.7%
EFA vs NUE
+146.6%
-93.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -1.7% | -4.6% | +2.9% | -0.8% |
| 3M | +3.5% | -0.3% | +3.8% | +3.2% |
| 6M | +9.5% | +51.9% | -42.4% | +0.1% |
| YTD | +12.9% | +60.0% | -47.1% | +2.0% |
| 1Y | +18.2% | +82.9% | -64.7% | +3.7% |
| 3Y | +64.8% | +66.0% | -1.1% | +43.8% |
| All | +52.7% | +146.6% | -93.9% | +19.9% |
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 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