-10.1%
BA vs NUE
+66.5%
-76.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | -10.6% | +11.6% | +4.3% |
| 30D | -7.9% | -0.6% | -7.3% | -8.1% |
| 3M | -25.3% | -9.7% | -15.6% | -23.5% |
| 6M | -24.6% | +5.1% | -29.7% | -26.5% |
| YTD | -20.1% | +51.4% | -71.6% | -30.7% |
| 1Y | -11.8% | +71.3% | -83.1% | -26.4% |
| 3Y | -10.1% | +66.8% | -77.0% | -29.2% |
| All | -10.1% | +66.5% | -76.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling