+87.8%
NUE vs XPO
+38.8%
+49.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.6% |
| 7D | -1.4% | +3.5% | -4.9% | -2.4% |
| 30D | +6.6% | +2.8% | +3.7% | +5.7% |
| 3M | -2.0% | -7.5% | +5.5% | 0.0% |
| 6M | +19.2% | -5.9% | +25.2% | +20.7% |
| YTD | +65.6% | +38.4% | +27.2% | +47.1% |
| 1Y | +87.8% | +33.7% | +54.1% | +69.0% |
| All | +87.8% | +38.8% | +49.1% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling