+440.7%
NUE vs EXPD
+336.9%
+103.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | +6.1% | +3.6% | +2.5% | +4.0% |
| 30D | +2.7% | +0.3% | +2.5% | +2.7% |
| 3M | -3.8% | +6.1% | -9.9% | -7.1% |
| 6M | +14.0% | +27.4% | -13.4% | -1.1% |
| YTD | +61.2% | +32.0% | +29.2% | +34.4% |
| 1Y | +77.8% | +40.5% | +37.2% | +42.6% |
| 3Y | +78.2% | +75.7% | +2.5% | +20.4% |
| 5Y | +149.8% | +61.7% | +88.1% | +74.7% |
| All | +440.7% | +336.9% | +103.8% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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