-2.4%
ELV vs NUE
+61.7%
-64.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +4.9% | -4.6% | +9.5% | +5.4% |
| 3M | +4.9% | -0.3% | +5.2% | +4.8% |
| 6M | +45.1% | +51.9% | -6.8% | +36.6% |
| YTD | +20.7% | +60.0% | -39.3% | +12.8% |
| 1Y | +35.0% | +82.9% | -47.9% | +24.2% |
| 3Y | -2.4% | +66.0% | -68.4% | -10.4% |
| All | -2.4% | +61.7% | -64.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling