+81.9%
NUE vs EXPD
+39.4%
+42.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -6.2% | -7.4% | +1.2% | -4.2% |
| 30D | +2.5% | -2.1% | +4.5% | +3.3% |
| 3M | -6.4% | +5.7% | -12.1% | -7.5% |
| 6M | +13.3% | +21.4% | -8.1% | +8.3% |
| YTD | +58.5% | +27.6% | +30.9% | +45.9% |
| 1Y | +81.9% | +36.1% | +45.8% | +62.0% |
| All | +81.9% | +39.4% | +42.5% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling