+177.8%
XLE vs NUE
+599.8%
-422.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | +6.7% | -4.6% | +11.3% | +8.5% |
| 3M | +14.9% | -0.3% | +15.2% | +14.0% |
| 6M | +15.9% | +51.9% | -36.0% | -5.3% |
| YTD | +47.7% | +60.0% | -12.3% | +17.5% |
| 1Y | +50.7% | +82.9% | -32.2% | +12.1% |
| 3Y | +57.9% | +66.0% | -8.1% | +17.1% |
| 5Y | +227.0% | +149.0% | +78.1% | +77.1% |
| All | +177.8% | +599.8% | -422.0% | -27.0% |
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 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