+52.8%
NUE vs BTSG
+416.6%
-363.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -2.3% | +2.9% | -5.2% | -2.9% |
| 30D | -6.1% | +0.9% | -7.0% | -6.4% |
| 3M | +1.7% | +1.6% | 0.0% | +0.3% |
| 6M | +53.1% | +46.8% | +6.3% | +38.0% |
| YTD | +59.0% | +65.5% | -6.5% | +39.0% |
| 1Y | +85.3% | +136.2% | -50.9% | +48.5% |
| All | +52.8% | +416.6% | -363.8% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling