+69.4%
EMR vs NUE
+146.6%
-77.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -6.8% | -4.6% | -2.2% | -5.3% |
| 3M | +7.5% | -0.3% | +7.8% | +7.2% |
| 6M | +9.9% | +51.9% | -42.0% | -6.3% |
| YTD | +16.0% | +60.0% | -44.0% | -2.9% |
| 1Y | +12.4% | +82.9% | -70.4% | -10.6% |
| 3Y | +60.2% | +66.0% | -5.7% | +27.6% |
| All | +69.4% | +146.6% | -77.1% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling