+149.7%
XBI vs NUE
+599.8%
-450.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.9% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -2.0% | -4.6% | +2.6% | -0.8% |
| 3M | +17.8% | -0.3% | +18.1% | +17.1% |
| 6M | +23.7% | +51.9% | -28.2% | +7.2% |
| YTD | +28.2% | +60.0% | -31.8% | +9.0% |
| 1Y | +64.0% | +82.9% | -18.9% | +33.0% |
| 3Y | +99.4% | +66.0% | +33.4% | +61.9% |
| 5Y | +19.3% | +149.0% | -129.6% | -19.7% |
| All | +149.7% | +599.8% | -450.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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