+3,597.4%
NUE vs EME
+61,154.1%
-57,556.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.6% |
| 7D | -2.3% | +2.7% | -5.0% | -3.5% |
| 30D | -6.1% | -6.8% | +0.7% | -3.4% |
| 3M | +1.7% | -8.8% | +10.5% | +3.8% |
| 6M | +53.1% | +5.0% | +48.1% | +46.4% |
| YTD | +59.0% | +23.5% | +35.6% | +40.8% |
| 1Y | +85.3% | +21.3% | +64.0% | +62.8% |
| 3Y | +63.2% | +241.1% | -177.8% | -12.5% |
| 5Y | +146.8% | +549.2% | -402.4% | -0.9% |
| 10Y | +584.3% | +1,306.4% | -722.1% | +95.8% |
| All | +3,597.4% | +61,154.1% | -57,556.6% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling