+146.8%
NUE vs ED
+66.4%
+80.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -6.1% | +1.9% | -8.0% | -6.3% |
| 3M | +1.7% | +1.9% | -0.2% | +1.4% |
| 6M | +53.1% | -2.3% | +55.3% | +53.4% |
| YTD | +59.0% | +10.9% | +48.2% | +56.0% |
| 1Y | +85.3% | +14.5% | +70.8% | +80.4% |
| 3Y | +63.2% | +33.4% | +29.8% | +46.9% |
| 5Y | +146.8% | +67.3% | +79.5% | +112.1% |
| All | +146.8% | +66.4% | +80.4% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling