+29.5%
XLB vs NUE
+86.4%
-56.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.5% | +3.1% |
| 7D | +3.9% | -1.4% | +5.4% | +4.4% |
| 30D | +8.9% | +6.6% | +2.3% | +6.6% |
| 3M | +4.1% | -2.0% | +6.1% | +4.6% |
| 6M | +7.3% | +19.2% | -11.9% | +0.1% |
| YTD | +20.4% | +65.6% | -45.2% | -1.2% |
| 1Y | +29.5% | +87.8% | -58.3% | +1.0% |
| All | +29.5% | +86.4% | -56.9% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling