+14,317.4%
NUE vs ED
+2,217.3%
+12,100.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | -5.0% | -0.1% | -4.8% | -5.0% |
| 3M | -0.2% | +3.9% | -4.1% | -2.0% |
| 6M | +49.1% | -3.0% | +52.2% | +50.3% |
| YTD | +61.0% | +10.7% | +50.3% | +53.4% |
| 1Y | +82.5% | +13.3% | +69.2% | +71.6% |
| 3Y | +57.9% | +34.5% | +23.4% | +34.6% |
| 5Y | +146.6% | +67.1% | +79.4% | +88.6% |
| 10Y | +561.6% | +103.0% | +458.6% | +338.9% |
| All | +14,317.4% | +2,217.3% | +12,100.1% | +3,001.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling