+575.6%
NUE vs BAH
+207.9%
+367.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.6% | +4.3% | -4.9% | -1.8% |
| 30D | -4.6% | -2.5% | -2.1% | -4.1% |
| 3M | -0.3% | -0.9% | +0.6% | -0.6% |
| 6M | +51.9% | +1.5% | +50.4% | +49.4% |
| YTD | +60.0% | -8.0% | +68.0% | +60.0% |
| 1Y | +82.9% | -24.7% | +107.6% | +94.0% |
| 3Y | +66.0% | -28.4% | +94.4% | +68.1% |
| 5Y | +149.0% | +2.8% | +146.2% | +113.1% |
| All | +575.6% | +207.9% | +367.7% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling