-67.1%
BAX vs NUE
+147.3%
-214.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.1% | -2.3% | -2.8% | -4.6% |
| 30D | -12.2% | -6.1% | -6.1% | -11.2% |
| 3M | +21.8% | +1.7% | +20.2% | +21.0% |
| 6M | +36.3% | +53.1% | -16.8% | +24.4% |
| YTD | +27.8% | +59.0% | -31.2% | +15.9% |
| 1Y | -0.1% | +85.3% | -85.4% | -12.0% |
| 3Y | -33.3% | +63.2% | -96.5% | -41.5% |
| 5Y | -67.1% | +146.8% | -213.9% | -72.7% |
| All | -67.1% | +147.3% | -214.4% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling