+82.5%
NUE vs EME
+19.7%
+62.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | +4.2% | +1.9% | +2.3% | +3.9% |
| 30D | -5.0% | -8.3% | +3.3% | -3.4% |
| 3M | -0.2% | -10.7% | +10.5% | +2.5% |
| 6M | +49.1% | +1.9% | +47.3% | +48.8% |
| YTD | +61.0% | +23.5% | +37.5% | +54.2% |
| 1Y | +82.5% | +18.0% | +64.6% | +78.1% |
| All | +82.5% | +19.7% | +62.9% | +78.1% |
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