+14,317.4%
NUE vs ECL
+13,009.7%
+1,307.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.2% | -2.6% | +6.8% | +5.9% |
| 30D | -5.0% | -2.2% | -2.8% | -3.9% |
| 3M | -0.2% | +10.1% | -10.3% | -6.1% |
| 6M | +49.1% | -5.7% | +54.9% | +53.7% |
| YTD | +61.0% | +7.0% | +54.0% | +53.6% |
| 1Y | +82.5% | +2.7% | +79.9% | +77.5% |
| 3Y | +57.9% | +57.7% | +0.2% | +16.1% |
| 5Y | +146.6% | +31.1% | +115.4% | +99.4% |
| 10Y | +561.6% | +150.9% | +410.7% | +260.3% |
| All | +14,317.4% | +13,009.7% | +1,307.7% | +2,001.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling