+71.7%
NUE vs ELF
+24.2%
+47.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -2.1% | +9.1% | -11.2% | -2.7% |
| 3M | -7.3% | +28.2% | -35.5% | -9.0% |
| 6M | +8.9% | +119.5% | -110.7% | +2.3% |
| YTD | +55.6% | +55.2% | +0.5% | +49.4% |
| 1Y | +74.7% | +58.6% | +16.1% | +67.3% |
| 3Y | +71.7% | +21.3% | +50.4% | +54.0% |
| All | +71.7% | +24.2% | +47.5% | +54.0% |
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