+28.6%
XLB vs NUE
+143.0%
-114.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.2% | +0.9% |
| 7D | +0.5% | +2.8% | -2.2% | -0.4% |
| 30D | +5.2% | -2.1% | +7.2% | +5.7% |
| 3M | +0.3% | -7.3% | +7.6% | +2.3% |
| 6M | +1.2% | +8.9% | -7.7% | -2.6% |
| YTD | +16.6% | +55.6% | -39.0% | -1.0% |
| 1Y | +21.4% | +74.7% | -53.2% | -0.9% |
| 3Y | +43.2% | +71.7% | -28.4% | +13.3% |
| All | +28.6% | +143.0% | -114.4% | -12.2% |
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