+87.8%
NUE vs BTSG
+111.7%
-23.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.4% | +17.4% | -18.8% | -3.5% |
| 30D | +6.6% | +12.6% | -6.0% | +4.9% |
| 3M | -2.0% | +11.2% | -13.2% | -3.6% |
| 6M | +19.2% | +30.4% | -11.2% | +13.3% |
| YTD | +65.6% | +86.4% | -20.8% | +46.5% |
| 1Y | +87.8% | +117.9% | -30.1% | +60.6% |
| All | +87.8% | +111.7% | -23.9% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling