+411.2%
XLF vs NUE
+4,693.7%
-4,282.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.9% | -2.7% | -0.2% | -1.9% |
| 30D | -1.6% | -6.1% | +4.5% | +0.6% |
| 3M | +9.3% | +2.2% | +7.0% | +7.5% |
| 6M | +14.6% | +50.8% | -36.2% | -3.7% |
| YTD | +4.7% | +57.5% | -52.8% | -13.8% |
| 1Y | +8.6% | +82.5% | -73.8% | -16.1% |
| 3Y | +73.9% | +61.7% | +12.2% | +35.2% |
| 5Y | +65.0% | +145.1% | -80.1% | +1.6% |
| 10Y | +250.4% | +577.8% | -327.4% | +33.6% |
| All | +411.2% | +4,693.7% | -4,282.5% | -7.6% |
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