+1,376.8%
BAC vs NUE
+14,617.8%
-13,240.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.1% | +4.2% | -3.1% | -0.7% |
| 30D | -0.4% | -5.0% | +4.6% | +1.6% |
| 3M | +16.9% | -0.2% | +17.1% | +16.1% |
| 6M | +26.6% | +49.1% | -22.5% | +5.2% |
| YTD | +15.8% | +61.0% | -45.2% | -7.2% |
| 1Y | +27.2% | +82.5% | -55.4% | -4.2% |
| 3Y | +132.4% | +57.9% | +74.5% | +79.7% |
| 5Y | +72.6% | +146.6% | -74.0% | +2.7% |
| 10Y | +389.7% | +561.6% | -171.9% | +82.5% |
| All | +1,376.8% | +14,617.8% | -13,240.9% | +98.6% |
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 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