+575.6%
NUE vs EXEL
+375.2%
+200.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +2.0% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | -4.6% | +11.4% | -15.9% | -6.5% |
| 3M | -0.3% | +4.9% | -5.2% | -1.4% |
| 6M | +51.9% | +34.4% | +17.5% | +43.3% |
| YTD | +60.0% | +28.0% | +31.9% | +51.9% |
| 1Y | +82.9% | +43.6% | +39.3% | +69.3% |
| 3Y | +66.0% | +155.2% | -89.2% | +34.2% |
| 5Y | +149.0% | +181.2% | -32.2% | +93.7% |
| All | +575.6% | +375.2% | +200.4% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling