+4,284.7%
NUE vs EXEL
+264.7%
+4,020.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | -6.0% | +6.7% | -12.6% | -6.9% |
| 3M | +1.4% | +11.5% | -10.0% | -0.4% |
| 6M | +52.8% | +38.8% | +14.0% | +44.9% |
| YTD | +58.1% | +31.6% | +26.5% | +50.8% |
| 1Y | +80.4% | +53.0% | +27.4% | +67.6% |
| 3Y | +62.3% | +160.8% | -98.6% | +36.3% |
| 5Y | +146.2% | +190.1% | -43.9% | +100.7% |
| 10Y | +549.5% | +367.0% | +182.5% | +359.7% |
| All | +4,284.7% | +264.7% | +4,020.0% | +1,920.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling