-35.6%
ELAN vs NUE
+365.1%
-400.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | -5.4% | -0.6% | -4.8% | -5.2% |
| 30D | +4.7% | -4.6% | +9.3% | +6.2% |
| 3M | -3.7% | -0.3% | -3.3% | -4.2% |
| 6M | -1.2% | +51.9% | -53.1% | -15.1% |
| YTD | +2.4% | +60.0% | -57.6% | -13.9% |
| 1Y | +23.4% | +82.9% | -59.5% | -1.5% |
| 3Y | +96.7% | +66.0% | +30.7% | +56.3% |
| 5Y | -30.6% | +149.0% | -179.5% | -54.6% |
| All | -35.6% | +365.1% | -400.7% | -76.1% |
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