+155.9%
NUE vs EFV
+95.9%
+60.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.4% |
| 7D | -0.6% | -0.8% | +0.2% | +0.2% |
| 30D | -4.6% | +0.6% | -5.2% | -5.2% |
| 3M | -0.3% | +7.5% | -7.9% | -7.8% |
| 6M | +51.9% | +13.0% | +38.9% | +33.1% |
| YTD | +60.0% | +18.3% | +41.7% | +33.2% |
| 1Y | +82.9% | +26.7% | +56.2% | +41.3% |
| 3Y | +66.0% | +89.6% | -23.6% | -18.8% |
| All | +155.9% | +95.9% | +60.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling