+145.1%
NUE vs ELF
+217.8%
-72.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | -2.7% | -10.8% | +8.2% | -1.4% |
| 30D | -6.1% | +0.8% | -6.9% | -6.3% |
| 3M | +2.2% | +64.8% | -62.5% | -4.1% |
| 6M | +50.8% | +19.0% | +31.8% | +46.5% |
| YTD | +57.5% | +25.9% | +31.6% | +51.0% |
| 1Y | +82.5% | -28.8% | +111.2% | +85.8% |
| 3Y | +61.7% | -29.6% | +91.3% | +50.4% |
| 5Y | +145.1% | +216.2% | -71.1% | +24.7% |
| All | +145.1% | +217.8% | -72.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling