+575.9%
NUE vs ESI
+226.4%
+349.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +1.8% | +5.4% | -3.6% | -0.2% |
| 30D | -6.0% | -4.2% | -1.8% | -4.6% |
| 3M | +1.4% | -9.6% | +11.0% | +3.9% |
| 6M | +52.8% | +18.3% | +34.5% | +40.0% |
| YTD | +58.1% | +45.8% | +12.3% | +32.7% |
| 1Y | +80.4% | +39.2% | +41.3% | +53.3% |
| 3Y | +62.3% | +86.3% | -24.0% | +21.7% |
| 5Y | +146.2% | +76.2% | +70.0% | +86.7% |
| 10Y | +549.5% | +306.8% | +242.7% | +270.6% |
| All | +575.9% | +226.4% | +349.4% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling