+2,751.8%
NUE vs BNS
+1,463.9%
+1,287.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.3% |
| 30D | -6.1% | +4.0% | -10.1% | -9.1% |
| 3M | +1.7% | +13.8% | -12.1% | -8.4% |
| 6M | +53.1% | +32.7% | +20.4% | +22.1% |
| YTD | +59.0% | +27.6% | +31.5% | +30.6% |
| 1Y | +85.3% | +47.4% | +37.9% | +35.7% |
| 3Y | +63.2% | +129.0% | -65.7% | -17.8% |
| 5Y | +146.8% | +92.7% | +54.1% | +42.7% |
| 10Y | +584.3% | +182.1% | +402.2% | +189.1% |
| All | +2,751.8% | +1,463.9% | +1,287.9% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling