+126.6%
NUE vs EXPD
+55.6%
+71.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | -10.6% | -7.2% | -3.4% | -7.4% |
| 30D | -0.6% | -3.3% | +2.7% | +1.0% |
| 3M | -9.7% | +3.4% | -13.1% | -11.2% |
| 6M | +5.1% | +22.7% | -17.6% | -4.6% |
| YTD | +51.4% | +24.5% | +26.9% | +34.6% |
| 1Y | +71.3% | +38.6% | +32.7% | +44.2% |
| 3Y | +66.8% | +71.5% | -4.7% | +21.7% |
| All | +126.6% | +55.6% | +71.1% | +65.1% |
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