+811.6%
NUE vs BUD
+217.8%
+593.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.0% |
| 7D | +2.8% | +1.0% | +1.7% | +2.3% |
| 30D | -2.1% | +6.7% | -8.8% | -5.3% |
| 3M | -7.3% | +5.7% | -13.0% | -10.2% |
| 6M | +8.9% | +5.8% | +3.1% | +5.1% |
| YTD | +55.6% | +34.4% | +21.2% | +33.9% |
| 1Y | +74.7% | +33.3% | +41.4% | +50.7% |
| 3Y | +71.7% | +48.8% | +22.9% | +36.3% |
| 5Y | +141.2% | +52.5% | +88.7% | +85.6% |
| 10Y | +429.6% | -4.0% | +433.6% | +369.4% |
| All | +811.6% | +217.8% | +593.8% | +339.0% |
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