+53.1%
NUE vs EFX
-17.4%
+70.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.6% |
| 7D | -2.3% | -9.4% | +7.1% | -2.1% |
| 30D | -6.1% | -6.9% | +0.8% | -6.0% |
| 3M | +1.7% | +0.1% | +1.5% | +2.0% |
| 6M | +53.1% | -17.3% | +70.4% | +56.8% |
| All | +53.1% | -17.4% | +70.5% | +56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling