+179.3%
EXE vs NUE
+406.0%
-226.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | +6.4% | -6.0% | +12.4% | +7.9% |
| 3M | +9.2% | +1.4% | +7.8% | +8.2% |
| 6M | -7.0% | +52.8% | -59.8% | -17.9% |
| YTD | -9.5% | +58.1% | -67.6% | -21.1% |
| 1Y | +6.2% | +80.4% | -74.2% | -11.3% |
| 3Y | +20.7% | +62.3% | -41.5% | +1.1% |
| 5Y | +103.6% | +146.2% | -42.6% | +42.6% |
| All | +179.3% | +406.0% | -226.7% | +59.0% |
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