+63.4%
NUE vs ELF
-30.3%
+93.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -2.7% | -10.8% | +8.2% | -1.9% |
| 30D | -6.1% | +0.8% | -6.9% | -6.2% |
| 3M | +2.2% | +64.8% | -62.5% | -1.9% |
| 6M | +50.8% | +19.0% | +31.8% | +48.2% |
| YTD | +57.5% | +25.9% | +31.6% | +53.4% |
| 1Y | +82.5% | -28.8% | +111.2% | +85.0% |
| All | +63.4% | -30.3% | +93.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling