+67.6%
EWZ vs NUE
+142.0%
-74.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.4% |
| 7D | +5.6% | +1.8% | +3.8% | +5.2% |
| 30D | +9.3% | -6.0% | +15.2% | +10.7% |
| 3M | +15.7% | +1.4% | +14.3% | +14.9% |
| 6M | +7.4% | +52.8% | -45.4% | -2.9% |
| YTD | +22.7% | +58.1% | -35.4% | +9.9% |
| 1Y | +36.4% | +80.4% | -44.0% | +18.4% |
| 3Y | +50.4% | +62.3% | -11.9% | +30.3% |
| 5Y | +67.6% | +146.2% | -78.6% | +28.6% |
| All | +67.6% | +142.0% | -74.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling