+565.3%
NUE vs ECL
+155.8%
+409.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.7% | -2.6% | 0.0% | -1.0% |
| 30D | -6.1% | -4.6% | -1.5% | -3.4% |
| 3M | +2.2% | +6.0% | -3.7% | -1.7% |
| 6M | +50.8% | -3.0% | +53.7% | +52.7% |
| YTD | +57.5% | +4.0% | +53.5% | +52.4% |
| 1Y | +82.5% | +2.0% | +80.5% | +77.6% |
| 3Y | +61.7% | +53.9% | +7.8% | +16.5% |
| 5Y | +145.1% | +27.1% | +118.0% | +98.4% |
| All | +565.3% | +155.8% | +409.5% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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