+555.9%
XYZ vs NUE
+693.8%
-137.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.7% |
| 7D | -2.2% | -2.4% | +0.3% | -1.2% |
| 30D | +11.6% | +3.8% | +7.8% | +9.3% |
| 3M | +8.4% | -3.7% | +12.1% | +9.2% |
| 6M | +17.2% | +13.2% | +3.9% | +8.9% |
| YTD | +31.7% | +61.6% | -29.9% | +3.4% |
| 1Y | +30.1% | +83.6% | -53.5% | -3.9% |
| 3Y | +66.4% | +78.6% | -12.2% | +20.4% |
| 5Y | -62.2% | +148.0% | -210.1% | -76.4% |
| 10Y | +621.5% | +449.9% | +171.7% | +178.7% |
| All | +555.9% | +693.8% | -137.9% | +117.8% |
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 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