+155.9%
NUE vs EIX
+20.9%
+135.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -0.6% | -1.4% | +0.7% | -0.4% |
| 30D | -4.6% | -19.3% | +14.8% | -1.3% |
| 3M | -0.3% | -21.7% | +21.3% | +3.7% |
| 6M | +51.9% | -19.8% | +71.7% | +56.7% |
| YTD | +60.0% | -3.0% | +63.0% | +56.1% |
| 1Y | +82.9% | +5.1% | +77.8% | +73.8% |
| 3Y | +66.0% | -7.0% | +72.9% | +57.7% |
| All | +155.9% | +20.9% | +135.0% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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