+48.8%
NU vs FLUT
-30.6%
+79.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | +7.5% | -1.6% | +9.1% | +8.1% |
| 30D | +6.1% | +7.7% | -1.6% | +3.1% |
| 3M | +26.8% | -0.7% | +27.5% | +25.0% |
| 6M | +2.5% | -11.2% | +13.6% | +4.5% |
| YTD | -8.2% | -53.4% | +45.3% | +19.3% |
| 1Y | +3.4% | -65.8% | +69.1% | +50.5% |
| 3Y | +116.2% | -44.9% | +161.1% | +150.2% |
| All | +48.8% | -30.6% | +79.4% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling