+64.7%
NUE vs NXT
+181.9%
-117.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +1.8% | +2.9% | -1.1% | +1.5% |
| 30D | -6.0% | -17.2% | +11.3% | -4.0% |
| 3M | +1.4% | -32.0% | +33.4% | +5.3% |
| 6M | +52.8% | -15.8% | +68.6% | +53.5% |
| YTD | +58.1% | -1.9% | +60.0% | +55.6% |
| 1Y | +80.4% | +22.5% | +57.9% | +72.2% |
| 3Y | +62.3% | +100.5% | -38.3% | +40.2% |
| All | +64.7% | +181.9% | -117.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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