-2.8%
BLK vs NUE
+85.4%
-88.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.2% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -6.5% | -4.6% | -2.0% | -5.5% |
| 3M | +6.7% | -0.3% | +7.1% | +6.5% |
| 6M | +14.7% | +51.9% | -37.2% | +0.6% |
| YTD | +2.5% | +60.0% | -57.5% | -11.3% |
| 1Y | -2.8% | +82.9% | -85.7% | -17.7% |
| All | -2.8% | +85.4% | -88.2% | -17.7% |
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 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