+565.5%
NUE vs ELF
+334.6%
+230.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.1% |
| 7D | +1.8% | -1.2% | +2.9% | +1.9% |
| 30D | -6.0% | +5.9% | -11.9% | -6.9% |
| 3M | +1.4% | +99.5% | -98.1% | -8.9% |
| 6M | +52.8% | +26.5% | +26.3% | +45.9% |
| YTD | +58.1% | +37.2% | +20.9% | +48.1% |
| 1Y | +80.4% | -24.4% | +104.8% | +82.0% |
| 3Y | +62.3% | -23.3% | +85.6% | +50.9% |
| 5Y | +146.2% | +245.2% | -99.0% | +63.9% |
| All | +565.5% | +334.6% | +230.9% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ELF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling