+303.5%
EWY vs NUE
+599.8%
-296.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.8% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +7.3% | -4.6% | +11.9% | +8.7% |
| 3M | -5.1% | -0.3% | -4.8% | -5.5% |
| 6M | +42.1% | +51.9% | -9.8% | +25.5% |
| YTD | +94.1% | +60.0% | +34.1% | +68.8% |
| 1Y | +147.8% | +82.9% | +64.9% | +106.6% |
| 3Y | +222.9% | +66.0% | +156.9% | +167.9% |
| 5Y | +150.6% | +149.0% | +1.7% | +73.2% |
| All | +303.5% | +599.8% | -296.3% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling