+14,333.9%
NUE vs ES
+1,261.0%
+13,072.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +6.1% | -1.1% | +7.2% | +6.5% |
| 30D | +2.7% | +8.2% | -5.5% | -0.3% |
| 3M | -3.8% | +0.6% | -4.5% | -4.3% |
| 6M | +14.0% | +6.0% | +8.0% | +11.1% |
| YTD | +61.2% | +9.3% | +51.9% | +54.7% |
| 1Y | +77.8% | +1.1% | +76.7% | +74.6% |
| 3Y | +78.2% | +51.9% | +26.3% | +47.1% |
| 5Y | +149.8% | +6.5% | +143.4% | +133.4% |
| 10Y | +448.6% | +94.8% | +353.8% | +291.7% |
| All | +14,333.9% | +1,261.0% | +13,072.9% | +4,816.0% |
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