+146.2%
NUE vs EL
-65.2%
+211.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.7% |
| 7D | +2.8% | +1.5% | +1.2% | +2.4% |
| 30D | -2.1% | +10.0% | -12.1% | -4.5% |
| 3M | -7.3% | +28.4% | -35.7% | -13.5% |
| 6M | +8.9% | +37.1% | -28.2% | -0.5% |
| YTD | +55.6% | +7.8% | +47.8% | +48.9% |
| 1Y | +74.7% | +26.0% | +48.6% | +59.6% |
| 3Y | +71.7% | +3.8% | +67.8% | +53.1% |
| All | +146.2% | -65.2% | +211.4% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling