+49.9%
XLE vs NUE
+86.4%
-36.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.7% | -4.6% |
| 7D | -7.2% | -1.4% | -5.8% | -7.1% |
| 30D | +0.1% | +6.6% | -6.5% | -0.2% |
| 3M | +9.2% | -2.0% | +11.2% | +9.1% |
| 6M | +8.4% | +19.2% | -10.9% | +7.2% |
| YTD | +44.9% | +65.6% | -20.7% | +39.3% |
| 1Y | +49.9% | +87.8% | -38.0% | +43.3% |
| All | +49.9% | +86.4% | -36.6% | +43.3% |
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 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