+811.7%
XLB vs NUE
+4,711.4%
-3,899.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -0.2% | +1.8% | -2.0% | -1.0% |
| 30D | -1.7% | -6.0% | +4.2% | +0.6% |
| 3M | +4.4% | +1.4% | +2.9% | +3.0% |
| 6M | +5.0% | +52.8% | -47.8% | -13.4% |
| YTD | +15.5% | +58.1% | -42.6% | -6.4% |
| 1Y | +14.9% | +80.4% | -65.5% | -12.6% |
| 3Y | +34.5% | +62.3% | -27.7% | +2.8% |
| 5Y | +36.5% | +146.2% | -109.7% | -18.2% |
| 10Y | +159.6% | +549.5% | -389.9% | -6.5% |
| All | +811.7% | +4,711.4% | -3,899.6% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling