-27.3%
BX vs NUE
+85.4%
-112.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -12.2% | -4.6% | -7.7% | -11.1% |
| 3M | +7.4% | -0.3% | +7.7% | +7.4% |
| 6M | +22.2% | +51.9% | -29.7% | +6.7% |
| YTD | -14.0% | +60.0% | -74.0% | -25.5% |
| 1Y | -27.3% | +82.9% | -110.2% | -40.1% |
| All | -27.3% | +85.4% | -112.7% | -40.1% |
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 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