-49.8%
FLUT vs NUE
+143.0%
-192.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.3% |
| 30D | +9.3% | -2.1% | +11.3% | +9.5% |
| 3M | -17.5% | -7.3% | -10.2% | -16.5% |
| 6M | -14.6% | +8.9% | -23.5% | -17.1% |
| YTD | -62.3% | +55.6% | -117.9% | -66.6% |
| 1Y | -59.6% | +74.7% | -134.3% | -65.2% |
| 3Y | -45.3% | +71.7% | -117.0% | -54.1% |
| All | -49.8% | +143.0% | -192.8% | -59.8% |
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