+65.0%
NUE vs ESI
+81.4%
-16.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -2.3% | +3.9% | -6.2% | -3.7% |
| 30D | -6.1% | -3.8% | -2.3% | -4.8% |
| 3M | +1.7% | -13.1% | +14.8% | +5.4% |
| 6M | +53.1% | +11.3% | +41.7% | +41.6% |
| YTD | +59.0% | +44.1% | +14.9% | +29.2% |
| 1Y | +85.3% | +40.3% | +45.0% | +51.2% |
| All | +65.0% | +81.4% | -16.4% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling