+14,142.9%
NUE vs EFX
+6,078.9%
+8,064.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.3% |
| 7D | -2.3% | -9.4% | +7.1% | +1.2% |
| 30D | -6.1% | -6.9% | +0.8% | -4.1% |
| 3M | +1.7% | +0.1% | +1.5% | +0.2% |
| 6M | +53.1% | -17.3% | +70.4% | +60.9% |
| YTD | +59.0% | -21.8% | +80.9% | +68.6% |
| 1Y | +85.3% | -32.5% | +117.9% | +106.6% |
| 3Y | +63.2% | -12.3% | +75.6% | +58.7% |
| 5Y | +146.8% | -36.6% | +183.4% | +166.1% |
| 10Y | +584.3% | +41.0% | +543.3% | +409.5% |
| All | +14,142.9% | +6,078.9% | +8,064.0% | +3,516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling