+14,142.9%
NUE vs ETR
+4,408.0%
+9,734.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +1.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -6.1% | +2.0% | -8.1% | -6.9% |
| 3M | +1.7% | -1.7% | +3.3% | +2.2% |
| 6M | +53.1% | +3.6% | +49.5% | +49.9% |
| YTD | +59.0% | +18.0% | +41.0% | +47.2% |
| 1Y | +85.3% | +26.2% | +59.1% | +66.5% |
| 3Y | +63.2% | +148.0% | -84.8% | +8.2% |
| 5Y | +146.8% | +126.1% | +20.7% | +68.1% |
| 10Y | +584.3% | +302.3% | +282.0% | +252.3% |
| All | +14,142.9% | +4,408.0% | +9,734.9% | +3,926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling