+422.0%
NUE vs ECL
+197.5%
+224.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.5% |
| 7D | +2.8% | +2.9% | -0.1% | +0.9% |
| 30D | -2.1% | +7.5% | -9.6% | -6.6% |
| 3M | -7.3% | +12.2% | -19.6% | -14.1% |
| 6M | +8.9% | +24.6% | -15.7% | -5.7% |
| YTD | +55.6% | +18.8% | +36.8% | +38.4% |
| 1Y | +74.7% | +19.3% | +55.3% | +54.7% |
| 3Y | +71.7% | +78.2% | -6.5% | +13.0% |
| 5Y | +141.2% | +38.8% | +102.4% | +85.9% |
| All | +422.0% | +197.5% | +224.5% | +143.8% |
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