+157.1%
XLE vs NUE
+146.2%
+10.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.3% |
| 7D | -6.7% | -6.2% | -0.5% | -5.2% |
| 30D | -4.4% | +2.5% | -6.9% | -5.1% |
| 3M | +4.0% | -6.4% | +10.4% | +5.3% |
| 6M | +13.2% | +13.3% | -0.1% | +8.5% |
| YTD | +41.9% | +58.5% | -16.6% | +23.6% |
| 1Y | +41.6% | +81.9% | -40.2% | +18.6% |
| 3Y | +64.0% | +75.3% | -11.3% | +34.6% |
| All | +157.1% | +146.2% | +10.9% | +91.1% |
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