+2,353.8%
ELV vs NUE
+4,621.8%
-2,268.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | -0.2% | -6.1% | +5.9% | +1.2% |
| 3M | -6.1% | +1.7% | -7.8% | -7.0% |
| 6M | +42.8% | +53.1% | -10.3% | +27.3% |
| YTD | +14.4% | +59.0% | -44.7% | +0.8% |
| 1Y | +28.6% | +85.3% | -56.7% | +8.8% |
| 3Y | -7.4% | +63.2% | -70.6% | -21.5% |
| 5Y | +14.5% | +146.8% | -132.3% | -16.9% |
| 10Y | +257.4% | +584.3% | -326.9% | +87.2% |
| All | +2,353.8% | +4,621.8% | -2,268.0% | +662.4% |
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