+146.8%
NUE vs ES
-4.5%
+151.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.1% | -1.0% | -5.1% | -5.9% |
| 3M | +1.7% | +1.5% | +0.2% | +1.2% |
| 6M | +53.1% | -3.5% | +56.6% | +54.0% |
| YTD | +59.0% | +7.0% | +52.1% | +55.7% |
| 1Y | +85.3% | +15.3% | +70.0% | +76.5% |
| 3Y | +63.2% | +30.2% | +33.0% | +46.6% |
| 5Y | +146.8% | -4.3% | +151.1% | +140.8% |
| All | +146.8% | -4.5% | +151.3% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling