+565.3%
NUE vs ES
+83.3%
+482.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | -2.7% | -3.5% | +0.8% | -1.7% |
| 30D | -6.1% | -3.0% | -3.1% | -5.3% |
| 3M | +2.2% | -0.3% | +2.5% | +2.2% |
| 6M | +50.8% | -5.2% | +55.9% | +52.5% |
| YTD | +57.5% | +4.8% | +52.8% | +54.6% |
| 1Y | +82.5% | +12.7% | +69.8% | +74.0% |
| 3Y | +61.7% | +27.5% | +34.2% | +45.4% |
| 5Y | +145.1% | -4.7% | +149.8% | +141.2% |
| All | +565.3% | +83.3% | +482.0% | +553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling