+1,004.5%
NUE vs ET
+1,451.4%
-446.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -2.7% | +1.4% | -4.0% | -3.1% |
| 30D | -6.1% | +4.6% | -10.6% | -7.6% |
| 3M | +2.2% | +16.0% | -13.8% | -3.2% |
| 6M | +50.8% | +22.8% | +28.0% | +39.6% |
| YTD | +57.5% | +38.9% | +18.7% | +39.4% |
| 1Y | +82.5% | +34.1% | +48.4% | +63.4% |
| 3Y | +61.7% | +98.8% | -37.1% | +25.1% |
| 5Y | +145.1% | +246.8% | -101.7% | +54.8% |
| 10Y | +577.8% | +174.4% | +403.4% | +325.1% |
| All | +1,004.5% | +1,451.4% | -446.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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