+1,571.4%
NUE vs EFV
+253.2%
+1,318.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.6% |
| 7D | -2.3% | -0.5% | -1.8% | -1.8% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | +1.7% | +8.4% | -6.8% | -7.1% |
| 6M | +53.1% | +12.3% | +40.7% | +34.2% |
| YTD | +59.0% | +17.4% | +41.7% | +32.6% |
| 1Y | +85.3% | +27.1% | +58.2% | +41.4% |
| 3Y | +63.2% | +90.7% | -27.5% | -21.4% |
| 5Y | +146.8% | +95.6% | +51.2% | +16.6% |
| 10Y | +584.3% | +165.3% | +419.0% | +137.2% |
| All | +1,571.4% | +253.2% | +1,318.2% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling