+65.0%
NUE vs ED
+34.3%
+30.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -6.1% | +1.9% | -8.0% | -5.9% |
| 3M | +1.7% | +1.9% | -0.2% | +1.9% |
| 6M | +53.1% | -2.3% | +55.3% | +53.0% |
| YTD | +59.0% | +10.9% | +48.2% | +60.2% |
| 1Y | +85.3% | +14.5% | +70.8% | +87.1% |
| All | +65.0% | +34.3% | +30.7% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling