+45.7%
EXC vs NUE
+147.3%
-101.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | -0.9% | -6.1% | +5.2% | -0.5% |
| 3M | -2.7% | +1.7% | -4.3% | -2.9% |
| 6M | -9.4% | +53.1% | -62.5% | -12.4% |
| YTD | +3.0% | +59.0% | -56.0% | -0.9% |
| 1Y | +5.1% | +85.3% | -80.2% | -0.2% |
| 3Y | +20.6% | +63.2% | -42.6% | +14.9% |
| 5Y | +45.7% | +146.8% | -101.1% | +29.6% |
| All | +45.7% | +147.3% | -101.6% | +29.6% |
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