+14,317.4%
NUE vs EIX
+1,083.9%
+13,233.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | +4.2% | -19.1% | +23.3% | +9.4% |
| 30D | -5.0% | -16.9% | +11.9% | -1.3% |
| 3M | -0.2% | -20.0% | +19.8% | +4.7% |
| 6M | +49.1% | -21.3% | +70.5% | +56.9% |
| YTD | +61.0% | -1.7% | +62.7% | +57.8% |
| 1Y | +82.5% | +9.6% | +73.0% | +72.5% |
| 3Y | +57.9% | -3.7% | +61.6% | +51.7% |
| 5Y | +146.6% | +22.6% | +124.0% | +118.2% |
| 10Y | +561.6% | +17.7% | +543.9% | +469.0% |
| All | +14,317.4% | +1,083.9% | +13,233.4% | +5,595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling