+159.8%
XLB vs NUE
+599.8%
-440.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -3.1% | -4.6% | +1.5% | -1.5% |
| 3M | -0.2% | -0.3% | +0.2% | -0.6% |
| 6M | +3.1% | +51.9% | -48.8% | -13.8% |
| YTD | +13.3% | +60.0% | -46.7% | -7.4% |
| 1Y | +12.0% | +82.9% | -70.9% | -13.7% |
| 3Y | +31.4% | +66.0% | -34.6% | +1.2% |
| 5Y | +33.9% | +149.0% | -115.0% | -18.8% |
| All | +159.8% | +599.8% | -440.0% | -10.8% |
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 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