+38.3%
BAX vs NUE
+70.9%
-32.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +1.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.6% |
| 30D | +4.1% | -2.1% | +6.2% | +4.2% |
| 3M | -4.5% | -7.3% | +2.8% | -3.1% |
| 6M | +49.2% | +8.9% | +40.4% | +42.4% |
| YTD | +35.2% | +55.6% | -20.4% | +9.2% |
| 1Y | +38.3% | +74.7% | -36.4% | +3.3% |
| All | +38.3% | +70.9% | -32.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling