+499.2%
NOW vs FLEX
+569.0%
-69.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -1.5% |
| 7D | -3.0% | -19.3% | +16.3% | +1.8% |
| 30D | -26.0% | -41.5% | +15.5% | -16.7% |
| 3M | -13.1% | -43.1% | +30.0% | -2.4% |
| 6M | +14.5% | -48.2% | +62.7% | +27.2% |
| YTD | -33.4% | +15.5% | -48.9% | -46.8% |
| 1Y | -40.6% | +10.2% | -50.8% | -52.0% |
| 3Y | -16.3% | +256.8% | -273.1% | -59.5% |
| 5Y | -26.3% | +408.2% | -434.5% | -69.1% |
| All | +499.2% | +569.0% | -69.8% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling