+855.0%
EXPE vs NUE
+1,689.2%
-834.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | -9.5% | +4.2% | -13.8% | -11.1% |
| 30D | -6.6% | -5.0% | -1.7% | -4.9% |
| 3M | +31.4% | -0.2% | +31.6% | +30.2% |
| 6M | +35.2% | +49.1% | -14.0% | +12.2% |
| YTD | +5.8% | +61.0% | -55.2% | -15.3% |
| 1Y | +38.7% | +82.5% | -43.9% | +4.7% |
| 3Y | +175.8% | +57.9% | +117.9% | +112.6% |
| 5Y | +111.8% | +146.6% | -34.7% | +27.5% |
| 10Y | +179.7% | +561.6% | -381.9% | +1.1% |
| All | +855.0% | +1,689.2% | -834.2% | +183.1% |
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 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