+155.9%
NUE vs FLR
+238.1%
-82.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.3% |
| 30D | -4.6% | +4.2% | -8.7% | -5.7% |
| 3M | -0.3% | +8.1% | -8.4% | -3.6% |
| 6M | +51.9% | +21.5% | +30.4% | +40.5% |
| YTD | +60.0% | +36.8% | +23.2% | +42.0% |
| 1Y | +82.9% | +31.2% | +51.7% | +63.2% |
| 3Y | +66.0% | +53.9% | +12.1% | +30.0% |
| All | +155.9% | +238.1% | -82.2% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling