+1,093.3%
XLI vs NUE
+4,739.7%
-3,646.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -6.9% | -6.1% | -0.9% | -5.1% |
| 3M | -1.9% | +1.7% | -3.6% | -3.0% |
| 6M | +1.0% | +53.1% | -52.1% | -13.1% |
| YTD | +11.3% | +59.0% | -47.7% | -5.7% |
| 1Y | +15.8% | +85.3% | -69.5% | -7.2% |
| 3Y | +69.8% | +63.2% | +6.6% | +37.6% |
| 5Y | +80.9% | +146.8% | -65.9% | +21.0% |
| 10Y | +257.2% | +584.3% | -327.1% | +59.5% |
| All | +1,093.3% | +4,739.7% | -3,646.4% | +142.5% |
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