+533.2%
XYZ vs NUE
+690.9%
-157.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.0% | +4.2% | -5.2% | -2.8% |
| 30D | -1.7% | -5.0% | +3.3% | +0.4% |
| 3M | +16.7% | -0.2% | +17.0% | +15.9% |
| 6M | +26.9% | +49.1% | -22.3% | +4.4% |
| YTD | +27.1% | +61.0% | -33.9% | +0.7% |
| 1Y | +9.3% | +82.5% | -73.3% | -18.8% |
| 3Y | +42.3% | +57.9% | -15.6% | +9.7% |
| 5Y | -69.3% | +146.6% | -215.9% | -80.8% |
| 10Y | +586.8% | +561.6% | +25.2% | +150.1% |
| All | +533.2% | +690.9% | -157.7% | +112.2% |
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