-62.3%
XYZ vs NUE
+147.1%
-209.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.8% |
| 7D | +12.6% | -6.2% | +18.8% | +16.0% |
| 30D | +10.8% | +2.5% | +8.3% | +8.8% |
| 3M | +8.4% | -6.4% | +14.7% | +10.9% |
| 6M | +14.3% | +13.3% | +1.1% | +4.6% |
| YTD | +31.5% | +58.5% | -27.1% | -0.8% |
| 1Y | +28.1% | +81.9% | -53.8% | -10.6% |
| 3Y | +66.2% | +75.3% | -9.1% | +12.1% |
| 5Y | -62.3% | +149.9% | -212.3% | -78.8% |
| All | -62.3% | +147.1% | -209.5% | -78.8% |
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