+32.0%
XEL vs NUE
+146.6%
-114.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | -5.4% | +51.9% | -57.3% | -8.2% |
| YTD | +3.8% | +60.0% | -56.2% | +0.2% |
| 1Y | +6.8% | +82.9% | -76.1% | +2.0% |
| 3Y | +45.6% | +66.0% | -20.4% | +38.7% |
| All | +32.0% | +146.6% | -114.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling