+921.2%
NUE vs BAH
+876.9%
+44.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | +1.8% | -4.3% | +6.1% | +3.0% |
| 30D | -6.0% | -4.5% | -1.5% | -4.9% |
| 3M | +1.4% | -7.6% | +9.0% | +3.2% |
| 6M | +52.8% | -10.6% | +63.4% | +55.9% |
| YTD | +58.1% | -12.6% | +70.7% | +60.5% |
| 1Y | +80.4% | -27.0% | +107.4% | +92.5% |
| 3Y | +62.3% | -31.5% | +93.8% | +68.4% |
| 5Y | +146.2% | -3.8% | +150.0% | +123.5% |
| 10Y | +549.5% | +183.9% | +365.6% | +305.9% |
| All | +921.2% | +876.9% | +44.3% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling