+33.4%
XLB vs NUE
+142.4%
-109.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.5% | -2.7% | -0.9% | -2.7% |
| 30D | -4.7% | -6.1% | +1.4% | -2.8% |
| 3M | +2.7% | +2.2% | +0.5% | +1.5% |
| 6M | +2.6% | +50.8% | -48.2% | -11.3% |
| YTD | +12.8% | +57.5% | -44.7% | -4.0% |
| 1Y | +14.0% | +82.5% | -68.5% | -8.1% |
| 3Y | +31.5% | +61.7% | -30.2% | +6.9% |
| 5Y | +33.4% | +145.1% | -111.7% | -7.7% |
| All | +33.4% | +142.4% | -109.0% | -7.7% |
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