+1,024.7%
XLE vs NUE
+4,799.0%
-3,774.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | +2.2% | +4.2% | -2.0% | +0.4% |
| 30D | +11.8% | -5.0% | +16.8% | +13.8% |
| 3M | +9.8% | -0.2% | +10.0% | +8.9% |
| 6M | +15.6% | +49.1% | -33.6% | -3.8% |
| YTD | +45.3% | +61.0% | -15.7% | +16.9% |
| 1Y | +48.3% | +82.5% | -34.2% | +12.4% |
| 3Y | +55.4% | +57.9% | -2.5% | +20.3% |
| 5Y | +216.1% | +146.6% | +69.5% | +88.5% |
| 10Y | +178.4% | +561.6% | -383.2% | +4.4% |
| All | +1,024.7% | +4,799.0% | -3,774.3% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling