+575.6%
NUE vs XME
+421.4%
+154.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.3% |
| 7D | -0.6% | -4.2% | +3.6% | +2.6% |
| 30D | -4.6% | -2.7% | -1.8% | -3.1% |
| 3M | -0.3% | -3.9% | +3.6% | +1.4% |
| 6M | +51.9% | -1.0% | +52.9% | +48.5% |
| YTD | +60.0% | +9.8% | +50.2% | +41.3% |
| 1Y | +82.9% | +32.5% | +50.3% | +35.0% |
| 3Y | +66.0% | +124.3% | -58.4% | -22.3% |
| 5Y | +149.0% | +165.8% | -16.8% | +0.3% |
| All | +575.6% | +421.4% | +154.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling