+45.6%
XEL vs NUE
+61.7%
-16.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -3.9% | -4.6% | +0.6% | -3.8% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | -5.4% | +51.9% | -57.3% | -7.4% |
| YTD | +3.8% | +60.0% | -56.2% | +1.2% |
| 1Y | +6.8% | +82.9% | -76.1% | +3.4% |
| 3Y | +45.6% | +66.0% | -20.4% | +38.6% |
| All | +45.6% | +61.7% | -16.1% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling