+123.0%
XRT vs NUE
+599.8%
-476.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -4.5% | -4.6% | +0.1% | -3.0% |
| 3M | -3.1% | -0.3% | -2.8% | -3.7% |
| 6M | +4.2% | +51.9% | -47.6% | -12.7% |
| YTD | -0.1% | +60.0% | -60.1% | -18.3% |
| 1Y | -3.0% | +82.9% | -85.9% | -25.2% |
| 3Y | +41.8% | +66.0% | -24.2% | +9.7% |
| 5Y | -1.3% | +149.0% | -150.2% | -39.0% |
| All | +123.0% | +599.8% | -476.9% | -19.7% |
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