-3.3%
XRT vs NUE
+147.3%
-150.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | -6.9% | -6.1% | -0.9% | -5.1% |
| 3M | -0.4% | +1.7% | -2.1% | -1.6% |
| 6M | +2.2% | +53.1% | -50.8% | -12.7% |
| YTD | -0.7% | +59.0% | -59.7% | -16.5% |
| 1Y | -2.0% | +85.3% | -87.3% | -22.2% |
| 3Y | +41.0% | +63.2% | -22.2% | +13.1% |
| 5Y | -3.3% | +146.8% | -150.1% | -34.4% |
| All | -3.3% | +147.3% | -150.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling