+92.6%
EWZ vs NUE
+559.5%
-467.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.1% | -2.3% | +2.2% | +0.8% |
| 30D | +8.2% | -6.1% | +14.3% | +10.5% |
| 3M | +13.3% | +1.7% | +11.6% | +11.9% |
| 6M | +3.6% | +53.1% | -49.5% | -12.3% |
| YTD | +21.0% | +59.0% | -38.1% | +0.7% |
| 1Y | +34.7% | +85.3% | -50.7% | +5.4% |
| 3Y | +48.3% | +63.2% | -14.9% | +16.4% |
| 5Y | +60.1% | +146.8% | -86.7% | -3.8% |
| 10Y | +92.6% | +584.3% | -491.7% | -40.1% |
| All | +92.6% | +559.5% | -467.0% | -40.1% |
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 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