+821.9%
NUE vs XME
+244.0%
+578.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -6.1% | +1.4% | -7.5% | -7.6% |
| 3M | +1.7% | +2.7% | -1.1% | -1.9% |
| 6M | +53.1% | +6.5% | +46.6% | +41.6% |
| YTD | +59.0% | +15.2% | +43.9% | +36.2% |
| 1Y | +85.3% | +43.5% | +41.8% | +30.6% |
| 3Y | +63.2% | +135.9% | -72.6% | -23.0% |
| 5Y | +146.8% | +181.5% | -34.7% | +1.0% |
| 10Y | +584.3% | +436.9% | +147.4% | +64.3% |
| All | +821.9% | +244.0% | +578.0% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling