+565.3%
NUE vs EMB
+30.4%
+534.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | 0.0% |
| 7D | -2.7% | -1.1% | -1.6% | -1.5% |
| 30D | -6.1% | -1.1% | -5.0% | -4.9% |
| 3M | +2.2% | -0.8% | +3.0% | +3.1% |
| 6M | +50.8% | -0.1% | +50.8% | +51.2% |
| YTD | +57.5% | +0.4% | +57.1% | +57.1% |
| 1Y | +82.5% | +3.3% | +79.2% | +76.7% |
| 3Y | +61.7% | +29.0% | +32.6% | +23.4% |
| 5Y | +145.1% | +6.3% | +138.8% | +130.9% |
| All | +565.3% | +30.4% | +534.9% | +442.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling