+63.4%
NUE vs FLR
+52.3%
+11.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -2.7% | -6.9% | +4.2% | -1.2% |
| 30D | -6.1% | +1.1% | -7.2% | -6.4% |
| 3M | +2.2% | +14.3% | -12.1% | -1.9% |
| 6M | +50.8% | +19.1% | +31.7% | +42.0% |
| YTD | +57.5% | +35.1% | +22.4% | +43.0% |
| 1Y | +82.5% | +29.5% | +53.0% | +66.7% |
| All | +63.4% | +52.3% | +11.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling