+56.4%
NU vs FLEX
+281.5%
-225.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.0% | +15.8% | +12.5% |
| 7D | +9.9% | +7.5% | +2.4% | +8.1% |
| 30D | -11.5% | -25.3% | +13.8% | -7.0% |
| 3M | -5.1% | -39.7% | +34.6% | +4.2% |
| 6M | +3.1% | -47.9% | +51.0% | +14.6% |
| YTD | -21.0% | +24.1% | -45.1% | -34.9% |
| 1Y | -15.2% | +26.0% | -41.2% | -30.9% |
| 3Y | +56.4% | +282.7% | -226.2% | -8.3% |
| All | +56.4% | +281.5% | -225.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling