+575.6%
NUE vs EME
+1,362.1%
-786.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | -0.6% |
| 7D | -0.6% | +3.5% | -4.1% | -2.4% |
| 30D | -4.6% | -6.3% | +1.8% | -1.6% |
| 3M | -0.3% | -3.8% | +3.4% | -0.5% |
| 6M | +51.9% | +8.5% | +43.4% | +41.3% |
| YTD | +60.0% | +27.8% | +32.2% | +34.9% |
| 1Y | +82.9% | +22.2% | +60.7% | +54.3% |
| 3Y | +66.0% | +253.5% | -187.5% | -31.2% |
| 5Y | +149.0% | +578.6% | -429.7% | -33.4% |
| All | +575.6% | +1,362.1% | -786.5% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling