-68.2%
XYZ vs NUE
+145.9%
-214.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.0% |
| 30D | +1.4% | -6.0% | +7.3% | +4.4% |
| 3M | +14.6% | +1.4% | +13.1% | +12.5% |
| 6M | +20.8% | +52.8% | -32.1% | -5.3% |
| YTD | +23.1% | +58.1% | -35.1% | -5.8% |
| 1Y | +5.6% | +80.4% | -74.8% | -25.2% |
| 3Y | +50.9% | +62.3% | -11.4% | +8.2% |
| All | -68.2% | +145.9% | -214.0% | -81.9% |
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 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