+573.9%
EWT vs NUE
+5,804.8%
-5,230.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -1.1% | -2.7% | +1.6% | -0.2% |
| 30D | +4.8% | -6.1% | +10.9% | +6.8% |
| 3M | +11.1% | +2.2% | +8.9% | +9.6% |
| 6M | +54.6% | +50.8% | +3.9% | +34.2% |
| YTD | +71.4% | +57.5% | +13.9% | +46.3% |
| 1Y | +82.1% | +82.5% | -0.4% | +47.4% |
| 3Y | +193.2% | +61.7% | +131.5% | +138.4% |
| 5Y | +146.1% | +145.1% | +0.9% | +63.8% |
| 10Y | +505.0% | +577.8% | -72.8% | +155.2% |
| All | +573.9% | +5,804.8% | -5,230.9% | +20.0% |
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