-9.3%
FLUT vs NUE
+599.8%
-609.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.7% |
| 7D | +0.4% | -0.6% | +1.1% | +0.5% |
| 30D | +2.5% | -4.6% | +7.1% | +3.1% |
| 3M | -9.2% | -0.3% | -8.9% | -9.5% |
| 6M | -8.2% | +51.9% | -60.1% | -14.1% |
| YTD | -53.2% | +60.0% | -113.2% | -56.6% |
| 1Y | -65.6% | +82.9% | -148.5% | -68.7% |
| 3Y | -43.6% | +66.0% | -109.5% | -48.8% |
| 5Y | -50.3% | +149.0% | -199.2% | -56.7% |
| All | -9.3% | +599.8% | -609.1% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling