+558.7%
XLP vs NUE
+4,588.1%
-4,029.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +0.1% | -10.2% | +10.3% | +1.6% |
| 30D | +8.9% | -0.4% | +9.4% | +8.9% |
| 3M | +7.5% | -8.4% | +15.8% | +8.6% |
| 6M | +9.4% | +10.1% | -0.7% | +7.3% |
| YTD | +19.3% | +54.1% | -34.8% | +11.0% |
| 1Y | +21.7% | +74.7% | -53.0% | +11.1% |
| 3Y | +44.0% | +72.0% | -28.0% | +29.2% |
| 5Y | +42.8% | +136.4% | -93.6% | +18.9% |
| 10Y | +128.8% | +434.6% | -305.8% | +60.6% |
| All | +558.7% | +4,588.1% | -4,029.4% | +217.9% |
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 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