+66.0%
NUE vs BNS
+130.5%
-64.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -4.6% | +3.5% | -8.0% | -6.1% |
| 3M | -0.3% | +14.1% | -14.4% | -6.5% |
| 6M | +51.9% | +33.8% | +18.1% | +32.1% |
| YTD | +60.0% | +29.5% | +30.5% | +41.1% |
| 1Y | +82.9% | +48.4% | +34.5% | +51.8% |
| 3Y | +66.0% | +129.6% | -63.6% | +10.0% |
| All | +66.0% | +130.5% | -64.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling