-33.9%
BAX vs NUE
+59.2%
-93.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -5.4% | -2.7% | -2.8% | -4.8% |
| 30D | -12.4% | -6.1% | -6.3% | -11.1% |
| 3M | +19.1% | +2.2% | +16.9% | +18.0% |
| 6M | +38.6% | +50.8% | -12.2% | +23.8% |
| YTD | +26.7% | +57.5% | -30.8% | +12.2% |
| 1Y | +1.0% | +82.5% | -81.4% | -13.6% |
| All | -33.9% | +59.2% | -93.1% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling