-2.5%
XRT vs NUE
+83.1%
-85.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -6.7% | -6.1% | -0.6% | -5.5% |
| 3M | -1.4% | +2.2% | -3.6% | -2.2% |
| 6M | +1.7% | +50.8% | -49.1% | -10.7% |
| YTD | -1.5% | +57.5% | -59.0% | -15.0% |
| 1Y | -2.5% | +82.5% | -84.9% | -20.3% |
| All | -2.5% | +83.1% | -85.5% | -20.3% |
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