+48.4%
NU vs FLR
+133.4%
-85.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +6.0% | +0.7% | +5.4% | +5.8% |
| 30D | +10.8% | -0.7% | +11.4% | +10.7% |
| 3M | +32.2% | +14.3% | +17.8% | +24.4% |
| 6M | +5.1% | +25.6% | -20.5% | -5.6% |
| YTD | -8.4% | +42.9% | -51.3% | -21.5% |
| 1Y | +0.7% | +38.7% | -38.0% | -13.4% |
| 3Y | +125.1% | +61.8% | +63.3% | +65.1% |
| All | +48.4% | +133.4% | -85.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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