+160.0%
EXPE vs NUE
+599.8%
-439.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +0.8% |
| 7D | -5.8% | -0.6% | -5.1% | -5.5% |
| 30D | -13.6% | -4.6% | -9.1% | -12.2% |
| 3M | +25.2% | -0.3% | +25.5% | +24.3% |
| 6M | +22.3% | +51.9% | -29.5% | +1.2% |
| YTD | -0.3% | +60.0% | -60.3% | -19.9% |
| 1Y | +27.8% | +82.9% | -55.1% | -3.4% |
| 3Y | +162.4% | +66.0% | +96.5% | +97.6% |
| 5Y | +95.8% | +149.0% | -53.1% | +15.4% |
| All | +160.0% | +599.8% | -439.8% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling