+452.1%
FLEX vs NUE
+148.2%
+303.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.9% |
| 7D | +2.2% | -2.4% | +4.7% | +3.8% |
| 30D | -32.6% | +3.8% | -36.4% | -33.4% |
| 3M | -35.5% | -3.7% | -31.8% | -34.2% |
| 6M | -45.6% | +13.2% | -58.8% | -48.3% |
| YTD | +30.7% | +61.6% | -30.9% | +6.8% |
| 1Y | +28.4% | +83.6% | -55.2% | -0.5% |
| 3Y | +301.7% | +78.6% | +223.0% | +201.8% |
| All | +452.1% | +148.2% | +303.9% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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