-2.4%
BAC vs NUE
+77.0%
-79.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +6.1% | -4.6% | +0.1% |
| 30D | -6.4% | +2.7% | -9.1% | -7.1% |
| 3M | -21.7% | -3.8% | -17.8% | -21.2% |
| 6M | +0.5% | +14.0% | -13.5% | -3.7% |
| YTD | -6.7% | +61.2% | -67.9% | -21.0% |
| All | -2.4% | +77.0% | -79.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling