+143.7%
XLC vs NUE
+371.5%
-227.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +2.1% | -4.6% | +6.7% | +3.2% |
| 3M | +0.7% | -0.3% | +1.0% | +0.3% |
| 6M | -3.2% | +51.9% | -55.1% | -14.4% |
| YTD | -3.8% | +60.0% | -63.8% | -16.4% |
| 1Y | -2.0% | +82.9% | -84.9% | -18.3% |
| 3Y | +71.4% | +66.0% | +5.4% | +42.1% |
| 5Y | +40.7% | +149.0% | -108.3% | -1.8% |
| All | +143.7% | +371.5% | -227.8% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling