+2,054.3%
FLUT vs NUE
+4,733.5%
-2,679.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | -1.6% | +4.2% | -5.9% | -2.0% |
| 30D | +7.7% | -5.0% | +12.7% | +8.2% |
| 3M | -0.7% | -0.2% | -0.5% | -0.9% |
| 6M | -11.2% | +49.1% | -60.3% | -14.8% |
| YTD | -53.4% | +61.0% | -114.4% | -55.7% |
| 1Y | -65.8% | +82.5% | -148.3% | -67.8% |
| 3Y | -44.9% | +57.9% | -102.9% | -48.1% |
| 5Y | -49.7% | +146.6% | -196.3% | -54.5% |
| 10Y | -9.7% | +561.6% | -571.3% | -24.2% |
| All | +2,054.3% | +4,733.5% | -2,679.3% | +1,603.7% |
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 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