+87.8%
NUE vs EME
-3.1%
+90.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.6% | -0.5% |
| 7D | -1.4% | -5.8% | +4.4% | -0.5% |
| 30D | +6.6% | -17.9% | +24.5% | +9.9% |
| 3M | -2.0% | -22.0% | +20.0% | +2.0% |
| 6M | +19.2% | -29.7% | +48.9% | +28.6% |
| YTD | +65.6% | +4.7% | +60.9% | +62.5% |
| 1Y | +87.8% | -2.1% | +90.0% | +88.5% |
| All | +87.8% | -3.1% | +90.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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