+472.9%
NUE vs EOSE
-60.2%
+533.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.8% |
| 7D | -2.7% | +14.0% | -16.7% | -3.2% |
| 30D | -6.1% | -5.9% | -0.2% | -6.0% |
| 3M | +2.2% | -34.3% | +36.5% | +3.3% |
| 6M | +50.8% | -37.8% | +88.5% | +51.8% |
| YTD | +57.5% | -65.2% | +122.7% | +60.9% |
| 1Y | +82.5% | -41.9% | +124.4% | +81.5% |
| 3Y | +61.7% | +44.6% | +17.1% | +47.9% |
| 5Y | +145.1% | -69.2% | +214.3% | +108.5% |
| All | +472.9% | -60.2% | +533.1% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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