+1.2%
XLB vs NUE
+9.3%
-8.2%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.2% | +0.7% |
| 7D | +0.5% | +2.8% | -2.2% | -0.3% |
| 30D | +5.2% | -2.1% | +7.2% | +5.6% |
| 3M | +0.3% | -7.3% | +7.6% | +2.2% |
| 6M | +1.2% | +8.9% | -7.7% | -5.3% |
| All | +1.2% | +9.3% | -8.2% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling