+74.7%
NUE vs ES
+2.1%
+72.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | +2.8% | +2.7% | +0.1% | +2.7% |
| 30D | -2.1% | +7.6% | -9.7% | -2.3% |
| 3M | -7.3% | +0.5% | -7.8% | -7.2% |
| 6M | +8.9% | +7.6% | +1.3% | +9.0% |
| YTD | +55.6% | +10.2% | +45.4% | +55.1% |
| 1Y | +74.7% | +1.8% | +72.8% | +74.7% |
| All | +74.7% | +2.1% | +72.5% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling