+82.5%
NUE vs ESI
+44.5%
+38.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.2% |
| 7D | +4.2% | +3.3% | +0.9% | +3.4% |
| 30D | -5.0% | -5.9% | +0.9% | -3.7% |
| 3M | -0.2% | -14.1% | +13.9% | +2.3% |
| 6M | +49.1% | +6.6% | +42.6% | +43.9% |
| YTD | +61.0% | +45.0% | +16.0% | +40.0% |
| 1Y | +82.5% | +41.5% | +41.1% | +57.6% |
| All | +82.5% | +44.5% | +38.0% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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