-51.2%
FLUT vs NUE
+142.4%
-193.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -0.3% | -6.1% | +5.7% | +0.8% |
| 3M | -12.6% | +2.2% | -14.9% | -13.5% |
| 6M | -8.0% | +50.8% | -58.8% | -17.4% |
| YTD | -54.1% | +57.5% | -111.6% | -59.3% |
| 1Y | -66.1% | +82.5% | -148.6% | -71.0% |
| 3Y | -45.0% | +61.7% | -106.7% | -53.1% |
| 5Y | -51.2% | +145.1% | -196.4% | -61.6% |
| All | -51.2% | +142.4% | -193.6% | -61.6% |
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