+72.5%
EWJ vs NUE
+61.7%
+10.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +0.8% | -4.6% | +5.3% | +1.7% |
| 3M | +7.5% | -0.3% | +7.8% | +7.3% |
| 6M | +15.6% | +51.9% | -36.3% | +5.1% |
| YTD | +22.7% | +60.0% | -37.3% | +10.3% |
| 1Y | +26.4% | +82.9% | -56.5% | +10.2% |
| 3Y | +72.5% | +66.0% | +6.6% | +47.3% |
| All | +72.5% | +61.7% | +10.8% | +47.3% |
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 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