+630.1%
NUE vs EMB
+131.9%
+498.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +1.8% | +0.3% | +1.5% | +1.5% |
| 30D | -6.0% | -0.5% | -5.5% | -5.6% |
| 3M | +1.4% | +0.3% | +1.1% | +1.2% |
| 6M | +52.8% | +1.2% | +51.7% | +51.6% |
| YTD | +58.1% | +1.5% | +56.6% | +56.4% |
| 1Y | +80.4% | +4.8% | +75.6% | +73.8% |
| 3Y | +62.3% | +30.4% | +31.9% | +30.6% |
| 5Y | +146.2% | +7.3% | +138.9% | +131.2% |
| 10Y | +549.5% | +29.7% | +519.8% | +435.5% |
| All | +630.1% | +131.9% | +498.3% | +354.3% |
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