+432.5%
EWZ vs NUE
+5,479.5%
-5,047.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +6.5% | +4.2% | +2.3% | +4.4% |
| 30D | +4.8% | -5.0% | +9.8% | +7.2% |
| 3M | +9.9% | -0.2% | +10.1% | +9.0% |
| 6M | +1.9% | +49.1% | -47.2% | -17.3% |
| YTD | +20.3% | +61.0% | -40.7% | -6.4% |
| 1Y | +35.6% | +82.5% | -46.9% | -1.6% |
| 3Y | +43.4% | +57.9% | -14.5% | +4.6% |
| 5Y | +55.9% | +146.6% | -90.6% | -18.2% |
| 10Y | +84.2% | +561.6% | -477.5% | -48.7% |
| All | +432.5% | +5,479.5% | -5,047.0% | -32.5% |
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