+575.6%
NUE vs FLR
+19.7%
+555.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.3% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | -4.6% | +4.2% | -8.7% | -5.6% |
| 3M | -0.3% | +8.1% | -8.4% | -3.2% |
| 6M | +51.9% | +21.5% | +30.4% | +42.1% |
| YTD | +60.0% | +36.8% | +23.2% | +44.6% |
| 1Y | +82.9% | +31.2% | +51.7% | +66.2% |
| 3Y | +66.0% | +53.9% | +12.1% | +38.7% |
| 5Y | +149.0% | +243.0% | -94.1% | +67.5% |
| All | +575.6% | +19.7% | +555.9% | +397.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling