+82.5%
NUE vs EMB
+5.7%
+76.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -5.0% | -0.3% | -4.7% | -4.4% |
| 3M | -0.2% | -0.4% | +0.2% | +0.5% |
| 6M | +49.1% | +0.1% | +49.0% | +50.0% |
| YTD | +61.0% | +1.6% | +59.4% | +55.4% |
| 1Y | +82.5% | +5.6% | +76.9% | +52.7% |
| All | +82.5% | +5.7% | +76.8% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling