+843.2%
NUE vs BUD
+201.1%
+642.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | -5.0% | -5.7% | +0.7% | -2.6% |
| 3M | -0.2% | +3.1% | -3.3% | -2.0% |
| 6M | +49.1% | +7.9% | +41.3% | +43.0% |
| YTD | +61.0% | +27.3% | +33.7% | +42.7% |
| 1Y | +82.5% | +37.8% | +44.7% | +55.6% |
| 3Y | +57.9% | +49.8% | +8.1% | +25.0% |
| 5Y | +146.6% | +43.8% | +102.7% | +95.2% |
| 10Y | +561.6% | -22.6% | +584.2% | +553.0% |
| All | +843.2% | +201.1% | +642.1% | +367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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