+146.2%
NUE vs EXPD
+60.9%
+85.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +1.8% | -0.9% | +2.7% | +2.2% |
| 30D | -6.0% | +4.1% | -10.0% | -7.7% |
| 3M | +1.4% | +13.8% | -12.3% | -4.6% |
| 6M | +52.8% | +27.3% | +25.6% | +35.8% |
| YTD | +58.1% | +25.4% | +32.7% | +40.1% |
| 1Y | +80.4% | +54.4% | +26.0% | +42.7% |
| 3Y | +62.3% | +67.9% | -5.6% | +20.0% |
| 5Y | +146.2% | +59.2% | +87.0% | +81.9% |
| All | +146.2% | +60.9% | +85.3% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling