+1,106.7%
XLY vs NUE
+4,768.2%
-3,661.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -4.2% | -4.6% | +0.4% | -3.0% |
| 3M | -2.7% | -0.3% | -2.4% | -3.3% |
| 6M | -0.6% | +51.9% | -52.5% | -13.6% |
| YTD | -5.0% | +60.0% | -65.0% | -19.0% |
| 1Y | -4.1% | +82.9% | -87.0% | -21.8% |
| 3Y | +33.6% | +66.0% | -32.4% | +9.3% |
| 5Y | +28.7% | +149.0% | -120.2% | -10.8% |
| 10Y | +219.6% | +588.3% | -368.7% | +50.7% |
| All | +1,106.7% | +4,768.2% | -3,661.5% | +166.1% |
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