+145.1%
NUE vs BB
-29.9%
+175.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -6.1% | -16.0% | +10.0% | -3.7% |
| 3M | +2.2% | -14.5% | +16.7% | +3.1% |
| 6M | +50.8% | +118.6% | -67.8% | +28.7% |
| YTD | +57.5% | +98.9% | -41.4% | +36.4% |
| 1Y | +82.5% | +99.5% | -17.0% | +56.8% |
| 3Y | +61.7% | +65.4% | -3.7% | +37.0% |
| 5Y | +145.1% | -27.6% | +172.8% | +130.1% |
| All | +145.1% | -29.9% | +175.0% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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