+16.1%
ENTG vs NUE
+142.4%
-126.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.4% |
| 7D | +5.1% | -2.7% | +7.8% | +6.7% |
| 30D | -8.5% | -6.1% | -2.5% | -5.3% |
| 3M | +6.7% | +2.2% | +4.5% | +4.6% |
| 6M | +17.7% | +50.8% | -33.0% | -7.3% |
| YTD | +63.5% | +57.5% | +5.9% | +25.7% |
| 1Y | +73.6% | +82.5% | -8.9% | +23.0% |
| 3Y | +44.6% | +61.7% | -17.1% | +4.4% |
| 5Y | +16.1% | +145.1% | -129.0% | -29.6% |
| All | +16.1% | +142.4% | -126.3% | -29.6% |
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