+573.4%
NUE vs ELF
+303.8%
+269.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -0.6% | -11.6% | +11.0% | +1.1% |
| 30D | -4.6% | +4.6% | -9.2% | -5.3% |
| 3M | -0.3% | +59.7% | -60.0% | -7.5% |
| 6M | +51.9% | +21.2% | +30.7% | +45.9% |
| YTD | +60.0% | +27.4% | +32.5% | +51.4% |
| 1Y | +82.9% | -29.8% | +112.7% | +86.5% |
| 3Y | +66.0% | -28.5% | +94.4% | +55.7% |
| 5Y | +149.0% | +220.0% | -71.1% | +67.4% |
| All | +573.4% | +303.8% | +269.6% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling