+14,317.4%
NUE vs ES
+1,243.3%
+13,074.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | -5.0% | -2.0% | -3.0% | -4.4% |
| 3M | -0.2% | +1.7% | -1.9% | -1.0% |
| 6M | +49.1% | -3.5% | +52.7% | +50.4% |
| YTD | +61.0% | +7.9% | +53.1% | +55.6% |
| 1Y | +82.5% | +17.2% | +65.4% | +69.9% |
| 3Y | +57.9% | +29.3% | +28.6% | +38.5% |
| 5Y | +146.6% | -5.7% | +152.3% | +140.9% |
| 10Y | +561.6% | +85.2% | +476.4% | +382.0% |
| All | +14,317.4% | +1,243.3% | +13,074.1% | +4,845.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling