+135.9%
XLU vs NUE
+599.8%
-464.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -3.3% | -4.6% | +1.2% | -2.7% |
| 3M | -3.2% | -0.3% | -2.8% | -3.3% |
| 6M | -7.0% | +51.9% | -58.8% | -12.7% |
| YTD | +0.6% | +60.0% | -59.4% | -6.5% |
| 1Y | +2.4% | +82.9% | -80.5% | -6.8% |
| 3Y | +46.3% | +66.0% | -19.7% | +32.6% |
| 5Y | +44.0% | +149.0% | -105.0% | +18.3% |
| All | +135.9% | +599.8% | -464.0% | +41.6% |
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 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