+588.5%
NUE vs BR
+1,278.7%
-690.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.6% | -3.0% | +2.3% | +1.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.9% |
| 3M | -0.3% | +17.3% | -17.6% | -10.5% |
| 6M | +51.9% | -6.7% | +58.6% | +55.1% |
| YTD | +60.0% | -23.4% | +83.4% | +82.1% |
| 1Y | +82.9% | -32.7% | +115.6% | +125.4% |
| 3Y | +66.0% | -5.9% | +71.9% | +62.3% |
| 5Y | +149.0% | +8.4% | +140.5% | +118.8% |
| 10Y | +588.3% | +189.2% | +399.1% | +202.1% |
| All | +588.5% | +1,278.7% | -690.2% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling