+422.0%
NUE vs ED
+147.1%
+274.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.8% | -3.8% |
| 7D | +2.8% | +2.1% | +0.7% | +2.3% |
| 30D | -2.1% | +10.4% | -12.5% | -4.5% |
| 3M | -7.3% | +12.5% | -19.9% | -10.0% |
| 6M | +8.9% | +14.9% | -6.0% | +5.0% |
| YTD | +55.6% | +24.8% | +30.8% | +46.6% |
| 1Y | +74.7% | +23.8% | +50.8% | +64.8% |
| 3Y | +71.7% | +51.6% | +20.0% | +49.2% |
| 5Y | +141.2% | +86.4% | +54.8% | +95.8% |
| All | +422.0% | +147.1% | +274.9% | +333.9% |
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