+146.8%
NUE vs ECL
+25.4%
+121.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.7% |
| 7D | -2.3% | -2.7% | +0.5% | -0.9% |
| 30D | -6.1% | -4.3% | -1.8% | -4.1% |
| 3M | +1.7% | +3.2% | -1.6% | -0.2% |
| 6M | +53.1% | -2.9% | +56.0% | +54.7% |
| YTD | +59.0% | +4.3% | +54.8% | +54.7% |
| 1Y | +85.3% | +1.6% | +83.7% | +81.7% |
| 3Y | +63.2% | +54.3% | +9.0% | +23.3% |
| 5Y | +146.8% | +26.5% | +120.3% | +106.3% |
| All | +146.8% | +25.4% | +121.4% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling