+155.9%
NUE vs EAT
+313.1%
-157.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -0.6% | -7.7% | +7.1% | +1.0% |
| 30D | -4.6% | -13.6% | +9.0% | -1.8% |
| 3M | -0.3% | +33.9% | -34.2% | -6.7% |
| 6M | +51.9% | +47.2% | +4.7% | +38.0% |
| YTD | +60.0% | +48.1% | +11.9% | +44.9% |
| 1Y | +82.9% | +33.7% | +49.2% | +68.4% |
| 3Y | +66.0% | +595.8% | -529.8% | -0.8% |
| All | +155.9% | +313.1% | -157.2% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling