+1,102.1%
BAC vs NUE
+14,124.9%
-13,022.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.5% |
| 7D | +3.2% | +2.8% | +0.5% | +2.0% |
| 30D | -0.7% | -2.1% | +1.4% | -0.2% |
| 3M | -20.0% | -7.3% | -12.7% | -18.0% |
| 6M | +3.4% | +8.9% | -5.4% | -1.8% |
| YTD | -5.7% | +55.6% | -61.4% | -23.8% |
| 1Y | -1.4% | +74.7% | -76.1% | -24.3% |
| 3Y | +97.9% | +71.7% | +26.2% | +47.0% |
| 5Y | +22.9% | +141.2% | -118.3% | -26.2% |
| 10Y | +235.3% | +429.6% | -194.2% | +36.8% |
| All | +1,102.1% | +14,124.9% | -13,022.8% | +63.0% |
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