-28.6%
NOW vs FLEX
+104.3%
-132.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.4% | -9.4% | -4.2% |
| 7D | -6.1% | +7.0% | -13.1% | -5.0% |
| 30D | +7.5% | -5.8% | +13.3% | +6.6% |
| 3M | +17.5% | -24.2% | +41.7% | +14.3% |
| 6M | +7.9% | +90.8% | -82.9% | +15.2% |
| YTD | -12.4% | +89.2% | -101.6% | -7.3% |
| 1Y | -28.6% | +104.7% | -133.3% | -25.5% |
| All | -28.6% | +104.3% | -132.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FLEX 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling