+50.9%
XYZ vs NUE
+59.4%
-8.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.4% |
| 7D | +2.9% | +1.8% | +1.1% | +2.1% |
| 30D | +1.4% | -6.0% | +7.3% | +3.9% |
| 3M | +14.6% | +1.4% | +13.1% | +13.0% |
| 6M | +20.8% | +52.8% | -32.1% | -1.8% |
| YTD | +23.1% | +58.1% | -35.1% | -1.8% |
| 1Y | +5.6% | +80.4% | -74.8% | -21.2% |
| 3Y | +50.9% | +62.3% | -11.4% | +5.9% |
| All | +50.9% | +59.4% | -8.5% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling