+5,389.6%
FLEX vs NUE
+3,127.7%
+2,261.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.6% | -2.3% |
| 7D | +7.5% | +2.8% | +4.7% | +6.1% |
| 30D | -25.3% | -2.1% | -23.2% | -24.0% |
| 3M | -39.7% | -7.3% | -32.3% | -37.2% |
| 6M | -47.9% | +8.9% | -56.7% | -49.9% |
| YTD | +24.1% | +55.6% | -31.5% | +0.2% |
| 1Y | +26.0% | +74.7% | -48.7% | -3.9% |
| 3Y | +282.7% | +71.7% | +211.0% | +183.9% |
| 5Y | +424.2% | +141.2% | +283.0% | +209.8% |
| 10Y | +613.8% | +429.6% | +184.2% | +171.4% |
| All | +5,389.6% | +3,127.7% | +2,261.9% | +600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling