+575.6%
NUE vs EL
+26.1%
+549.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -0.6% | -6.5% | +5.9% | +1.5% |
| 30D | -4.6% | +11.1% | -15.7% | -8.6% |
| 3M | -0.3% | +10.7% | -11.0% | -4.6% |
| 6M | +51.9% | +6.9% | +45.0% | +45.3% |
| YTD | +60.0% | -6.3% | +66.3% | +57.8% |
| 1Y | +82.9% | +13.5% | +69.4% | +67.0% |
| 3Y | +66.0% | -33.1% | +99.0% | +71.4% |
| 5Y | +149.0% | -68.8% | +217.7% | +254.6% |
| All | +575.6% | +26.1% | +549.5% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling