+513.3%
XRT vs NUE
+818.1%
-304.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +0.8% | +4.2% | -3.4% | -0.8% |
| 30D | -4.2% | -5.0% | +0.8% | -2.5% |
| 3M | +5.1% | -0.2% | +5.3% | +4.4% |
| 6M | +2.4% | +49.1% | -46.7% | -13.2% |
| YTD | +3.2% | +61.0% | -57.8% | -15.3% |
| 1Y | +1.5% | +82.5% | -81.0% | -21.0% |
| 3Y | +40.6% | +57.9% | -17.4% | +11.8% |
| 5Y | -1.0% | +146.6% | -147.6% | -36.9% |
| 10Y | +128.4% | +561.6% | -433.2% | -7.9% |
| All | +513.3% | +818.1% | -304.8% | +88.3% |
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 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