+152.2%
EWJ vs NUE
+3,289.5%
-3,137.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +1.0% | -2.3% | +3.3% | +1.6% |
| 30D | +1.0% | -6.1% | +7.1% | +2.5% |
| 3M | +7.2% | +1.7% | +5.6% | +6.3% |
| 6M | +13.9% | +53.1% | -39.2% | +1.3% |
| YTD | +20.8% | +59.0% | -38.3% | +6.2% |
| 1Y | +26.4% | +85.3% | -59.0% | +6.4% |
| 3Y | +71.8% | +63.2% | +8.5% | +45.6% |
| 5Y | +49.9% | +146.8% | -96.9% | +8.9% |
| 10Y | +140.0% | +584.3% | -444.3% | +23.3% |
| All | +152.2% | +3,289.5% | -3,137.3% | -34.1% |
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