+4,076.9%
NUE vs BG
+1,169.9%
+2,907.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | -0.6% | +3.1% | -3.7% | -2.2% |
| 30D | -4.6% | +10.2% | -14.8% | -9.1% |
| 3M | -0.3% | -1.7% | +1.4% | -0.2% |
| 6M | +51.9% | +1.0% | +50.9% | +49.4% |
| YTD | +60.0% | +39.9% | +20.1% | +34.4% |
| 1Y | +82.9% | +53.2% | +29.7% | +45.5% |
| 3Y | +66.0% | +16.3% | +49.7% | +46.8% |
| 5Y | +149.0% | +83.9% | +65.1% | +72.9% |
| 10Y | +588.3% | +165.1% | +423.2% | +274.8% |
| All | +4,076.9% | +1,169.9% | +2,907.0% | +1,444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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