+575.6%
NUE vs ESI
+312.8%
+262.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -0.6% | -4.6% | +4.0% | +1.6% |
| 30D | -4.6% | -10.5% | +6.0% | +0.5% |
| 3M | -0.3% | -19.8% | +19.5% | +9.0% |
| 6M | +51.9% | +5.8% | +46.1% | +41.9% |
| YTD | +60.0% | +38.3% | +21.7% | +28.3% |
| 1Y | +82.9% | +31.5% | +51.4% | +49.4% |
| 3Y | +66.0% | +80.7% | -14.7% | +11.0% |
| 5Y | +149.0% | +69.4% | +79.5% | +68.6% |
| All | +575.6% | +312.8% | +262.9% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling