+575.6%
NUE vs ED
+108.5%
+467.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | -0.6% | -0.8% | +0.1% | -0.5% |
| 30D | -4.6% | -0.4% | -4.1% | -4.5% |
| 3M | -0.3% | +0.5% | -0.8% | -0.5% |
| 6M | +51.9% | -3.1% | +55.0% | +52.7% |
| YTD | +60.0% | +9.8% | +50.2% | +55.8% |
| 1Y | +82.9% | +12.6% | +70.3% | +76.6% |
| 3Y | +66.0% | +31.4% | +34.6% | +50.3% |
| 5Y | +149.0% | +69.4% | +79.5% | +108.1% |
| All | +575.6% | +108.5% | +467.1% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling