+77.8%
NUE vs ECL
+77.0%
+0.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +6.1% | -0.5% | +6.6% | +6.3% |
| 30D | +2.7% | +6.6% | -3.8% | +0.4% |
| 3M | -3.8% | +9.6% | -13.5% | -7.2% |
| 6M | +14.0% | +21.6% | -7.6% | +5.9% |
| YTD | +61.2% | +16.9% | +44.3% | +51.8% |
| 1Y | +77.8% | +17.9% | +59.9% | +66.9% |
| All | +77.8% | +77.0% | +0.8% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling