+63.4%
NUE vs EAT
+585.9%
-522.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -2.7% | -6.2% | +3.5% | -1.8% |
| 30D | -6.1% | -3.0% | -3.0% | -5.8% |
| 3M | +2.2% | +45.6% | -43.4% | -4.0% |
| 6M | +50.8% | +53.5% | -2.8% | +39.3% |
| YTD | +57.5% | +49.6% | +7.9% | +46.2% |
| 1Y | +82.5% | +38.9% | +43.6% | +70.7% |
| All | +63.4% | +585.9% | -522.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling