-5.8%
XLC vs NUE
+86.4%
-92.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +3.6% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -6.0% | +6.6% | -12.5% | -6.4% |
| 3M | -6.0% | -2.0% | -4.0% | -5.9% |
| 6M | -9.1% | +19.2% | -28.3% | -10.5% |
| YTD | -10.0% | +65.6% | -75.6% | -15.1% |
| 1Y | -5.8% | +87.8% | -93.7% | -14.0% |
| All | -5.8% | +86.4% | -92.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling