+391.9%
BAC vs NUE
+589.1%
-197.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | -0.3% | -2.7% | +2.4% | +1.0% |
| 30D | -1.8% | -6.1% | +4.3% | +0.9% |
| 3M | +15.3% | +2.2% | +13.1% | +13.1% |
| 6M | +30.2% | +50.8% | -20.6% | +5.3% |
| YTD | +15.6% | +57.5% | -42.0% | -8.8% |
| 1Y | +27.5% | +82.5% | -55.0% | -7.1% |
| 3Y | +137.0% | +61.7% | +75.4% | +75.1% |
| 5Y | +75.6% | +145.1% | -69.6% | -7.2% |
| All | +391.9% | +589.1% | -197.3% | +21.6% |
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