+790.0%
NOW vs FLR
+18.9%
+771.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.1% |
| 7D | -6.1% | +0.7% | -6.7% | -6.1% |
| 30D | +7.5% | -0.7% | +8.1% | +7.4% |
| 3M | +17.5% | +14.3% | +3.2% | +14.9% |
| 6M | +7.9% | +25.6% | -17.7% | +3.6% |
| YTD | -12.4% | +42.9% | -55.3% | -17.6% |
| 1Y | -28.6% | +38.7% | -67.3% | -32.7% |
| 3Y | +11.8% | +61.8% | -49.9% | +1.6% |
| 5Y | +2.6% | +254.1% | -251.5% | -14.4% |
| 10Y | +790.0% | +20.0% | +769.9% | +740.8% |
| All | +790.0% | +18.9% | +771.1% | +740.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling