+70.3%
XLI vs NUE
+61.7%
+8.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -1.7% | -0.6% | -1.0% | -1.5% |
| 30D | -7.3% | -4.6% | -2.7% | -6.2% |
| 3M | -1.3% | -0.3% | -1.0% | -1.6% |
| 6M | +2.2% | +51.9% | -49.6% | -9.4% |
| YTD | +11.7% | +60.0% | -48.3% | -2.6% |
| 1Y | +14.3% | +82.9% | -68.6% | -4.2% |
| 3Y | +70.3% | +66.0% | +4.4% | +38.6% |
| All | +70.3% | +61.7% | +8.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling