+39.3%
XLC vs NUE
+142.4%
-103.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | +0.2% | -6.1% | +6.3% | +1.5% |
| 3M | +0.7% | +2.2% | -1.5% | -0.2% |
| 6M | -4.5% | +50.8% | -55.2% | -13.6% |
| YTD | -4.7% | +57.5% | -62.3% | -15.0% |
| 1Y | -1.5% | +82.5% | -84.0% | -15.3% |
| 3Y | +72.2% | +61.7% | +10.6% | +47.6% |
| 5Y | +39.3% | +145.1% | -105.8% | +5.2% |
| All | +39.3% | +142.4% | -103.1% | +5.2% |
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