+64.3%
XLF vs NUE
+146.6%
-82.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.5% | -0.6% | -0.8% | -1.3% |
| 30D | -1.2% | -4.6% | +3.4% | -0.1% |
| 3M | +9.2% | -0.3% | +9.5% | +8.8% |
| 6M | +16.3% | +51.9% | -35.6% | +3.3% |
| YTD | +5.4% | +60.0% | -54.6% | -7.8% |
| 1Y | +7.6% | +82.9% | -75.3% | -9.6% |
| 3Y | +74.2% | +66.0% | +8.2% | +45.9% |
| All | +64.3% | +146.6% | -82.3% | +19.8% |
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