+1,470.0%
BA vs NUE
+14,392.8%
-12,922.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.4% |
| 7D | 0.0% | -6.2% | +6.3% | +2.1% |
| 30D | -8.9% | +2.5% | -11.4% | -10.0% |
| 3M | -25.5% | -6.4% | -19.1% | -24.5% |
| 6M | -27.0% | +13.3% | -40.2% | -30.7% |
| YTD | -20.1% | +58.5% | -78.7% | -32.7% |
| 1Y | -11.0% | +81.9% | -92.9% | -28.5% |
| 3Y | -11.8% | +75.3% | -87.1% | -30.5% |
| 5Y | -20.6% | +149.9% | -170.6% | -46.5% |
| 10Y | +26.6% | +436.0% | -409.4% | -35.3% |
| All | +1,470.0% | +14,392.8% | -12,922.8% | +139.6% |
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