+701.4%
NUE vs XLRE
+109.5%
+591.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -0.6% | -1.2% | +0.5% | +0.2% |
| 30D | -4.6% | -2.4% | -2.1% | -3.1% |
| 3M | -0.3% | -2.5% | +2.2% | +1.2% |
| 6M | +51.9% | +4.0% | +47.9% | +47.3% |
| YTD | +60.0% | +9.3% | +50.7% | +49.8% |
| 1Y | +82.9% | +5.6% | +77.3% | +75.0% |
| 3Y | +66.0% | +31.3% | +34.7% | +34.2% |
| 5Y | +149.0% | +9.5% | +139.4% | +127.6% |
| 10Y | +588.3% | +89.0% | +499.4% | +346.6% |
| All | +701.4% | +109.5% | +591.9% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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