-33.1%
BAX vs NUE
+423.6%
-456.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +1.0% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +4.1% | -2.1% | +6.2% | +4.3% |
| 3M | -4.5% | -7.3% | +2.8% | -3.4% |
| 6M | +49.2% | +8.9% | +40.4% | +45.4% |
| YTD | +35.2% | +55.6% | -20.4% | +21.4% |
| 1Y | +38.3% | +74.7% | -36.4% | +20.9% |
| 3Y | -19.0% | +71.7% | -90.7% | -30.6% |
| 5Y | -64.2% | +141.2% | -205.4% | -72.5% |
| All | -33.1% | +423.6% | -456.7% | -62.0% |
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 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