+146.8%
NUE vs BAH
-3.7%
+150.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -6.1% | -6.6% | +0.5% | -5.0% |
| 3M | +1.7% | -7.2% | +8.8% | +2.8% |
| 6M | +53.1% | -10.0% | +63.1% | +55.0% |
| YTD | +59.0% | -12.5% | +71.5% | +60.7% |
| 1Y | +85.3% | -27.9% | +113.2% | +95.4% |
| 3Y | +63.2% | -31.4% | +94.6% | +61.2% |
| 5Y | +146.8% | -3.2% | +150.0% | +107.5% |
| All | +146.8% | -3.7% | +150.5% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling