+145.1%
NUE vs EL
-69.5%
+214.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -2.7% | -4.4% | +1.7% | -1.7% |
| 30D | -6.1% | +10.3% | -16.3% | -8.8% |
| 3M | +2.2% | +13.4% | -11.1% | -1.6% |
| 6M | +50.8% | +3.1% | +47.7% | +47.4% |
| YTD | +57.5% | -6.9% | +64.5% | +56.5% |
| 1Y | +82.5% | +11.9% | +70.6% | +71.1% |
| 3Y | +61.7% | -33.8% | +95.5% | +66.7% |
| 5Y | +145.1% | -69.0% | +214.1% | +232.5% |
| All | +145.1% | -69.5% | +214.6% | +232.5% |
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