+102.9%
XLP vs NUE
+540.4%
-437.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -1.4% | +1.8% | -3.2% | -1.7% |
| 30D | -1.3% | -6.0% | +4.7% | -0.5% |
| 3M | +1.8% | +1.4% | +0.4% | +1.4% |
| 6M | -0.8% | +52.8% | -53.7% | -7.5% |
| YTD | +9.5% | +58.1% | -48.6% | +1.5% |
| 1Y | +7.2% | +80.4% | -73.2% | -2.9% |
| 3Y | +27.1% | +62.3% | -35.1% | +14.8% |
| 5Y | +32.0% | +146.2% | -114.1% | +6.5% |
| 10Y | +102.9% | +549.5% | -446.6% | +21.9% |
| All | +102.9% | +540.4% | -437.5% | +21.9% |
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