+34.7%
EWZ vs NUE
+80.6%
-45.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | +8.2% | -6.1% | +14.3% | +9.6% |
| 3M | +13.3% | +1.7% | +11.6% | +12.5% |
| 6M | +3.6% | +53.1% | -49.5% | -8.4% |
| YTD | +21.0% | +59.0% | -38.1% | +6.5% |
| 1Y | +34.7% | +85.3% | -50.7% | +15.1% |
| All | +34.7% | +80.6% | -45.9% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling