+56.2%
EMR vs NUE
+59.2%
-3.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -1.2% | -2.7% | +1.4% | -0.1% |
| 30D | -9.4% | -6.1% | -3.4% | -7.1% |
| 3M | +8.6% | +2.2% | +6.3% | +7.0% |
| 6M | +6.7% | +50.8% | -44.1% | -11.4% |
| YTD | +13.1% | +57.5% | -44.5% | -7.9% |
| 1Y | +12.7% | +82.5% | -69.7% | -14.0% |
| All | +56.2% | +59.2% | -3.0% | +15.7% |
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 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