+82.5%
NUE vs EFV
+30.7%
+51.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.2% | +1.5% | +2.7% | +2.9% |
| 30D | -5.0% | +1.7% | -6.7% | -6.4% |
| 3M | -0.2% | +8.6% | -8.9% | -7.4% |
| 6M | +49.1% | +11.7% | +37.5% | +35.1% |
| YTD | +61.0% | +19.3% | +41.7% | +35.0% |
| 1Y | +82.5% | +30.2% | +52.3% | +37.9% |
| All | +82.5% | +30.7% | +51.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling