+5,270.2%
NUE vs FLR
+609.6%
+4,660.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.5% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | +1.4% | +14.3% | -12.9% | -5.4% |
| 6M | +52.8% | +25.6% | +27.2% | +35.5% |
| YTD | +58.1% | +42.9% | +15.2% | +32.4% |
| 1Y | +80.4% | +38.7% | +41.7% | +51.2% |
| 3Y | +62.3% | +61.8% | +0.5% | +18.4% |
| 5Y | +146.2% | +254.1% | -107.9% | +23.9% |
| 10Y | +549.5% | +20.0% | +529.5% | +279.8% |
| All | +5,270.2% | +609.6% | +4,660.7% | +1,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling