+155.9%
NUE vs BR
+8.0%
+147.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.6% | -3.0% | +2.3% | +0.7% |
| 30D | -4.6% | -0.3% | -4.3% | -4.8% |
| 3M | -0.3% | +17.3% | -17.6% | -8.1% |
| 6M | +51.9% | -6.7% | +58.6% | +55.6% |
| YTD | +60.0% | -23.4% | +83.4% | +81.2% |
| 1Y | +82.9% | -32.7% | +115.6% | +123.8% |
| 3Y | +66.0% | -5.9% | +71.9% | +60.6% |
| All | +155.9% | +8.0% | +147.9% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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