+449.9%
NUE vs ES
+92.3%
+357.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +3.8% | +6.7% | -2.9% | +1.8% |
| 3M | -3.7% | +0.3% | -4.0% | -4.0% |
| 6M | +13.2% | +7.4% | +5.8% | +10.5% |
| YTD | +61.6% | +8.4% | +53.2% | +56.7% |
| 1Y | +83.6% | +0.6% | +83.0% | +81.3% |
| 3Y | +78.6% | +50.6% | +28.0% | +51.7% |
| 5Y | +148.0% | +4.8% | +143.1% | +136.9% |
| 10Y | +449.9% | +93.1% | +356.8% | +433.6% |
| All | +449.9% | +92.3% | +357.6% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling