+214.5%
BAC vs NUE
+442.4%
-227.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | +6.1% | -4.6% | -1.3% |
| 30D | -6.4% | +2.7% | -9.1% | -7.9% |
| 3M | -21.7% | -3.8% | -17.8% | -20.9% |
| 6M | +0.5% | +14.0% | -13.5% | -7.2% |
| YTD | -6.7% | +61.2% | -67.9% | -27.7% |
| 1Y | -4.7% | +77.8% | -82.5% | -29.6% |
| 3Y | +96.1% | +78.2% | +17.9% | +37.3% |
| 5Y | +21.7% | +149.8% | -128.2% | -36.3% |
| All | +214.5% | +442.4% | -227.9% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling