+13,696.8%
NUE vs ES
+1,229.2%
+12,467.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -10.2% | -0.1% | -10.1% | -10.3% |
| 30D | -0.4% | +5.7% | -6.2% | -2.6% |
| 3M | -8.4% | -2.8% | -5.6% | -7.7% |
| 6M | +10.1% | +7.0% | +3.1% | +6.9% |
| YTD | +54.1% | +6.8% | +47.3% | +49.0% |
| 1Y | +74.7% | -0.5% | +75.2% | +72.5% |
| 3Y | +72.0% | +47.2% | +24.8% | +43.6% |
| 5Y | +136.4% | +2.3% | +134.1% | +124.0% |
| 10Y | +434.6% | +85.6% | +349.0% | +288.4% |
| All | +13,696.8% | +1,229.2% | +12,467.6% | +4,637.9% |
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