+26.9%
XYZ vs NUE
+46.9%
-20.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.0% | +4.2% | -5.2% | -2.0% |
| 30D | -1.7% | -5.0% | +3.3% | -0.6% |
| 3M | +16.7% | -0.2% | +17.0% | +17.3% |
| 6M | +26.9% | +49.1% | -22.3% | -0.8% |
| All | +26.9% | +46.9% | -20.1% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling