+103.3%
NU vs FLEX
+465.7%
-362.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.8% |
| 7D | -2.6% | +6.4% | -8.9% | -3.9% |
| 30D | +8.2% | -5.9% | +14.1% | +9.4% |
| 3M | +26.3% | -23.5% | +49.7% | +31.7% |
| 6M | +2.2% | +83.7% | -81.5% | -20.6% |
| YTD | -10.4% | +86.5% | -96.9% | -30.9% |
| 1Y | -3.0% | +100.5% | -103.5% | -27.6% |
| All | +103.3% | +465.7% | -362.5% | +16.1% |
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