+4,675.3%
NUE vs EL
+1,685.7%
+2,989.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.6% |
| 7D | +4.2% | +0.8% | +3.4% | +3.9% |
| 30D | -5.0% | +19.8% | -24.8% | -11.8% |
| 3M | -0.2% | +25.7% | -25.9% | -9.2% |
| 6M | +49.1% | +5.4% | +43.7% | +42.5% |
| YTD | +61.0% | +0.2% | +60.8% | +54.5% |
| 1Y | +82.5% | +20.4% | +62.1% | +62.2% |
| 3Y | +57.9% | -32.1% | +90.1% | +60.5% |
| 5Y | +146.6% | -67.2% | +213.8% | +224.6% |
| 10Y | +561.6% | +31.7% | +529.9% | +394.8% |
| All | +4,675.3% | +1,685.7% | +2,989.5% | +1,368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling