+450.9%
NUE vs BTG
+373.5%
+77.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.6% | -3.8% | +3.1% | -0.3% |
| 30D | -4.6% | +3.6% | -8.2% | -4.9% |
| 3M | -0.3% | +32.0% | -32.3% | -3.1% |
| 6M | +51.9% | +3.4% | +48.5% | +50.3% |
| YTD | +60.0% | +20.8% | +39.2% | +55.5% |
| 1Y | +82.9% | +22.4% | +60.5% | +76.8% |
| 3Y | +66.0% | +91.7% | -25.7% | +52.1% |
| 5Y | +149.0% | +79.0% | +70.0% | +128.1% |
| 10Y | +588.3% | +152.6% | +435.8% | +488.3% |
| All | +450.9% | +373.5% | +77.4% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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