+179.5%
NUE vs BTDR
+23.3%
+156.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | -2.3% | +14.8% | -17.1% | -2.9% |
| 30D | -6.1% | +41.8% | -47.9% | -7.7% |
| 3M | +1.7% | -29.2% | +30.8% | +2.6% |
| 6M | +53.1% | +66.2% | -13.1% | +47.7% |
| YTD | +59.0% | +10.0% | +49.1% | +55.8% |
| 1Y | +85.3% | -11.0% | +96.3% | +81.6% |
| 3Y | +63.2% | +6.9% | +56.3% | +52.3% |
| 5Y | +146.8% | +24.7% | +122.1% | +124.5% |
| All | +179.5% | +23.3% | +156.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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