+73.1%
BAC vs NUE
+147.3%
-74.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | -1.4% | -6.1% | +4.7% | +0.5% |
| 3M | +15.7% | +1.7% | +14.1% | +14.6% |
| 6M | +32.2% | +53.1% | -20.9% | +14.3% |
| YTD | +15.8% | +59.0% | -43.3% | -1.3% |
| 1Y | +27.3% | +85.3% | -58.1% | +2.8% |
| 3Y | +137.5% | +63.2% | +74.2% | +93.8% |
| 5Y | +73.1% | +146.8% | -73.7% | +23.3% |
| All | +73.1% | +147.3% | -74.3% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling