+45.4%
NU vs FLUT
-31.6%
+77.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -4.2% | -3.6% | -0.6% | -3.0% |
| 30D | +10.0% | -0.3% | +10.4% | +9.9% |
| 3M | +29.3% | -12.6% | +41.9% | +33.8% |
| 6M | +0.9% | -8.0% | +8.9% | +1.6% |
| YTD | -10.3% | -54.1% | +43.8% | +17.2% |
| 1Y | -3.2% | -66.1% | +63.0% | +41.5% |
| 3Y | +120.6% | -45.0% | +165.6% | +155.1% |
| All | +45.4% | -31.6% | +77.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling