+3,894.5%
EMR vs NUE
+14,354.5%
-10,460.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +3.1% | +1.8% | +1.3% | +2.3% |
| 30D | -3.5% | -6.0% | +2.4% | -1.5% |
| 3M | +9.8% | +1.4% | +8.3% | +8.8% |
| 6M | +10.8% | +52.8% | -42.0% | -5.8% |
| YTD | +15.9% | +58.1% | -42.2% | -2.7% |
| 1Y | +16.4% | +80.4% | -64.0% | -7.2% |
| 3Y | +62.1% | +62.3% | -0.2% | +31.2% |
| 5Y | +62.9% | +146.2% | -83.3% | +7.7% |
| 10Y | +267.8% | +549.5% | -281.7% | +65.8% |
| All | +3,894.5% | +14,354.5% | -10,460.0% | +546.3% |
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