+155.9%
NUE vs EME
+575.5%
-419.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | -0.1% |
| 7D | -0.6% | +3.5% | -4.1% | -2.0% |
| 30D | -4.6% | -6.3% | +1.8% | -2.3% |
| 3M | -0.3% | -3.8% | +3.4% | 0.0% |
| 6M | +51.9% | +8.5% | +43.4% | +44.1% |
| YTD | +60.0% | +27.8% | +32.2% | +40.3% |
| 1Y | +82.9% | +22.2% | +60.7% | +60.4% |
| 3Y | +66.0% | +253.5% | -187.5% | -23.7% |
| All | +155.9% | +575.5% | -419.6% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling