+155.9%
NUE vs EFX
-36.2%
+192.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.6% | -4.5% | +3.9% | +0.6% |
| 30D | -4.6% | -6.1% | +1.5% | -3.3% |
| 3M | -0.3% | +6.2% | -6.5% | -2.9% |
| 6M | +51.9% | -11.2% | +63.1% | +55.0% |
| YTD | +60.0% | -21.4% | +81.4% | +68.0% |
| 1Y | +82.9% | -34.3% | +117.2% | +103.7% |
| 3Y | +66.0% | -12.5% | +78.5% | +58.1% |
| All | +155.9% | -36.2% | +192.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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