-26.4%
NOW vs FLR
+93.7%
-120.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -26.0% | -9.1% | -16.9% | -24.8% |
| 3M | -13.1% | -4.7% | -8.4% | -12.9% |
| 6M | +14.5% | -14.2% | +28.8% | +15.7% |
| YTD | -33.4% | +17.3% | -50.7% | -38.6% |
| 1Y | -40.6% | +4.3% | -44.9% | -43.6% |
| 3Y | -16.3% | +30.7% | -47.1% | -30.4% |
| All | -26.4% | +93.7% | -120.0% | -46.5% |
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