+90.2%
EMR vs NUE
+143.0%
-52.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.3% |
| 7D | +2.8% | +2.8% | +0.1% | +1.7% |
| 30D | +3.7% | -2.1% | +5.8% | +4.3% |
| 3M | +2.0% | -7.3% | +9.4% | +4.4% |
| 6M | +22.1% | +8.9% | +13.2% | +17.3% |
| YTD | +27.2% | +55.6% | -28.4% | +6.7% |
| 1Y | +32.0% | +74.7% | -42.6% | +6.1% |
| 3Y | +103.3% | +71.7% | +31.6% | +59.0% |
| All | +90.2% | +143.0% | -52.8% | +28.4% |
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 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