+155.9%
NUE vs ETR
+122.3%
+33.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -4.6% | -1.8% | -2.8% | -4.1% |
| 3M | -0.3% | -3.6% | +3.3% | +0.7% |
| 6M | +51.9% | +2.6% | +49.3% | +49.9% |
| YTD | +60.0% | +16.0% | +44.0% | +51.6% |
| 1Y | +82.9% | +20.1% | +62.8% | +70.9% |
| 3Y | +66.0% | +143.6% | -77.6% | +17.8% |
| All | +155.9% | +122.3% | +33.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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