+912.2%
BX vs NUE
+609.4%
+302.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.2% | -4.0% |
| 7D | -5.7% | -2.3% | -3.4% | -4.5% |
| 30D | -8.9% | -6.1% | -2.8% | -6.2% |
| 3M | +8.4% | +1.7% | +6.7% | +6.3% |
| 6M | +18.9% | +53.1% | -34.2% | -6.9% |
| YTD | -13.6% | +59.0% | -72.7% | -34.0% |
| 1Y | -22.4% | +85.3% | -107.8% | -45.9% |
| 3Y | +26.0% | +63.2% | -37.2% | -9.4% |
| 5Y | +18.8% | +146.8% | -128.0% | -36.3% |
| 10Y | +668.7% | +584.3% | +84.4% | +98.2% |
| All | +912.2% | +609.4% | +302.8% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling