+1,235.8%
EWY vs NUE
+4,875.9%
-3,640.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.6% |
| 7D | -0.1% | -0.6% | +0.5% | +0.2% |
| 30D | +7.3% | -4.6% | +11.9% | +9.1% |
| 3M | -5.1% | -0.3% | -4.8% | -5.8% |
| 6M | +42.1% | +51.9% | -9.8% | +19.9% |
| YTD | +94.1% | +60.0% | +34.1% | +60.1% |
| 1Y | +147.8% | +82.9% | +64.9% | +92.6% |
| 3Y | +222.9% | +66.0% | +156.9% | +148.4% |
| 5Y | +150.6% | +149.0% | +1.7% | +51.3% |
| 10Y | +304.4% | +588.3% | -283.9% | +40.8% |
| All | +1,235.8% | +4,875.9% | -3,640.1% | +106.0% |
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