+64.0%
NUE vs ECL
+57.4%
+6.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +1.8% | -0.8% | +2.5% | +2.1% |
| 30D | -6.0% | -2.5% | -3.5% | -5.1% |
| 3M | +1.4% | +8.3% | -6.9% | -1.7% |
| 6M | +52.8% | -1.1% | +53.9% | +52.7% |
| YTD | +58.1% | +6.5% | +51.6% | +54.0% |
| 1Y | +80.4% | +2.1% | +78.3% | +77.6% |
| All | +64.0% | +57.4% | +6.6% | +41.2% |
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