+14,333.9%
NUE vs ECL
+14,227.3%
+106.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +6.1% | -0.5% | +6.6% | +6.4% |
| 30D | +2.7% | +6.6% | -3.8% | -1.1% |
| 3M | -3.8% | +9.6% | -13.5% | -9.2% |
| 6M | +14.0% | +21.6% | -7.6% | +1.0% |
| YTD | +61.2% | +16.9% | +44.3% | +45.8% |
| 1Y | +77.8% | +17.9% | +59.9% | +59.9% |
| 3Y | +78.2% | +76.5% | +1.7% | +22.6% |
| 5Y | +149.8% | +36.6% | +113.2% | +97.6% |
| 10Y | +448.6% | +193.2% | +255.4% | +171.8% |
| All | +14,333.9% | +14,227.3% | +106.7% | +1,894.2% |
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 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