+14,317.4%
NUE vs EXPD
+30,859.1%
-16,541.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +4.2% | -1.1% | +5.4% | +4.6% |
| 30D | -5.0% | +4.1% | -9.0% | -6.3% |
| 3M | -0.2% | +17.9% | -18.1% | -5.6% |
| 6M | +49.1% | +29.2% | +19.9% | +36.4% |
| YTD | +61.0% | +27.4% | +33.6% | +47.1% |
| 1Y | +82.5% | +56.8% | +25.7% | +54.9% |
| 3Y | +57.9% | +68.0% | -10.1% | +30.2% |
| 5Y | +146.6% | +61.9% | +84.7% | +104.7% |
| 10Y | +561.6% | +316.0% | +245.6% | +312.8% |
| All | +14,317.4% | +30,859.1% | -16,541.7% | +5,915.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling