+618.5%
NUE vs EMB
+126.0%
+492.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.3% |
| 7D | +2.8% | -0.9% | +3.7% | +3.6% |
| 30D | -2.1% | +0.4% | -2.4% | -2.4% |
| 3M | -7.3% | -3.1% | -4.2% | -4.8% |
| 6M | +8.9% | -2.1% | +10.9% | +10.9% |
| YTD | +55.6% | -1.1% | +56.7% | +57.4% |
| 1Y | +74.7% | -0.1% | +74.7% | +75.2% |
| 3Y | +71.7% | +29.6% | +42.1% | +38.9% |
| 5Y | +141.2% | +7.2% | +134.0% | +127.0% |
| 10Y | +429.6% | +35.5% | +394.1% | +328.2% |
| All | +618.5% | +126.0% | +492.5% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling