+93.1%
EXPE vs NUE
+142.4%
-49.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -8.7% | -2.7% | -6.0% | -7.8% |
| 30D | -13.6% | -6.1% | -7.6% | -12.0% |
| 3M | +26.6% | +2.2% | +24.4% | +24.8% |
| 6M | +19.9% | +50.8% | -30.8% | +2.7% |
| YTD | -1.7% | +57.5% | -59.2% | -17.6% |
| 1Y | +29.4% | +82.5% | -53.0% | +2.5% |
| 3Y | +155.7% | +61.7% | +94.0% | +101.8% |
| 5Y | +93.1% | +145.1% | -52.1% | +33.9% |
| All | +93.1% | +142.4% | -49.3% | +33.9% |
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