+145.1%
NUE vs ESI
+66.0%
+79.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | +1.1% |
| 7D | -2.7% | -2.3% | -0.4% | -1.7% |
| 30D | -6.1% | -9.0% | +3.0% | -2.2% |
| 3M | +2.2% | -13.3% | +15.5% | +6.9% |
| 6M | +50.8% | +5.3% | +45.5% | +40.8% |
| YTD | +57.5% | +37.6% | +19.9% | +25.9% |
| 1Y | +82.5% | +33.6% | +48.9% | +46.8% |
| 3Y | +61.7% | +75.8% | -14.1% | +6.6% |
| 5Y | +145.1% | +68.6% | +76.6% | +54.4% |
| All | +145.1% | +66.0% | +79.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling