+3,781.1%
NUE vs XPO
+10,152.6%
-6,371.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +1.8% | +2.7% | -0.9% | +1.3% |
| 30D | -6.0% | -6.2% | +0.2% | -5.0% |
| 3M | +1.4% | -15.4% | +16.8% | +4.1% |
| 6M | +52.8% | +0.7% | +52.1% | +52.1% |
| YTD | +58.1% | +39.8% | +18.3% | +48.8% |
| 1Y | +80.4% | +43.3% | +37.1% | +68.5% |
| 3Y | +62.3% | +166.0% | -103.8% | +35.2% |
| 5Y | +146.2% | +274.2% | -128.0% | +90.3% |
| 10Y | +549.5% | +1,429.0% | -879.5% | +318.9% |
| All | +3,781.1% | +10,152.6% | -6,371.5% | +1,921.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling