+3.6%
XLY vs NUE
+86.4%
-82.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.3% | +4.5% |
| 7D | +6.1% | -1.4% | +7.5% | +6.2% |
| 30D | +10.8% | +6.6% | +4.2% | +10.0% |
| 3M | +3.6% | -2.0% | +5.6% | +3.8% |
| 6M | +4.4% | +19.2% | -14.9% | +1.0% |
| YTD | +3.1% | +65.6% | -62.5% | -7.6% |
| 1Y | +3.6% | +87.8% | -84.3% | -13.3% |
| All | +3.6% | +86.4% | -82.8% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling