+16.6%
EMR vs NUE
+82.6%
-66.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | -1.5% | +4.2% | -5.7% | -3.4% |
| 30D | -5.6% | -5.0% | -0.6% | -3.6% |
| 3M | +7.9% | -0.2% | +8.2% | +7.7% |
| 6M | +6.0% | +49.1% | -43.1% | -13.3% |
| YTD | +16.4% | +61.0% | -44.6% | -7.0% |
| 1Y | +16.6% | +82.5% | -65.9% | -11.7% |
| All | +16.6% | +82.6% | -66.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling