-38.3%
BAX vs NUE
+589.1%
-627.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -5.4% | -2.7% | -2.8% | -4.9% |
| 30D | -12.4% | -6.1% | -6.3% | -11.3% |
| 3M | +19.1% | +2.2% | +16.9% | +18.1% |
| 6M | +38.6% | +50.8% | -12.2% | +26.0% |
| YTD | +26.7% | +57.5% | -30.8% | +14.1% |
| 1Y | +1.0% | +82.5% | -81.4% | -12.0% |
| 3Y | -33.9% | +61.7% | -95.6% | -42.3% |
| 5Y | -67.0% | +145.1% | -212.2% | -74.6% |
| All | -38.3% | +589.1% | -627.5% | -64.5% |
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