+155.9%
NUE vs BTI
+118.0%
+37.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -4.6% | -1.1% | -3.5% | -4.3% |
| 3M | -0.3% | -8.8% | +8.4% | +1.9% |
| 6M | +51.9% | -4.0% | +55.8% | +52.4% |
| YTD | +60.0% | +0.4% | +59.6% | +58.3% |
| 1Y | +82.9% | +1.9% | +81.0% | +80.1% |
| 3Y | +66.0% | +108.5% | -42.5% | +21.1% |
| All | +155.9% | +118.0% | +37.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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