+253.9%
XLI vs NUE
+599.8%
-345.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -1.7% | -0.6% | -1.0% | -1.4% |
| 30D | -7.3% | -4.6% | -2.7% | -5.9% |
| 3M | -1.3% | -0.3% | -1.0% | -1.8% |
| 6M | +2.2% | +51.9% | -49.6% | -12.8% |
| YTD | +11.7% | +60.0% | -48.3% | -6.7% |
| 1Y | +14.3% | +82.9% | -68.6% | -9.5% |
| 3Y | +70.3% | +66.0% | +4.4% | +34.7% |
| 5Y | +82.3% | +149.0% | -66.6% | +14.7% |
| All | +253.9% | +599.8% | -345.9% | +26.9% |
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 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