-65.6%
FLUT vs NUE
+85.4%
-151.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | +0.4% | -0.6% | +1.1% | +0.5% |
| 30D | +2.5% | -4.6% | +7.1% | +3.0% |
| 3M | -9.2% | -0.3% | -8.9% | -9.2% |
| 6M | -8.2% | +51.9% | -60.1% | -18.7% |
| YTD | -53.2% | +60.0% | -113.2% | -59.0% |
| 1Y | -65.6% | +82.9% | -148.5% | -70.7% |
| All | -65.6% | +85.4% | -151.0% | -70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling