-16.0%
NOW vs FLUT
-51.2%
+35.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.4% | -6.4% |
| 7D | -6.7% | +4.8% | -11.4% | -8.3% |
| 30D | -25.8% | +8.8% | -34.6% | -28.2% |
| 3M | -12.7% | -10.7% | -2.0% | -10.4% |
| 6M | +11.2% | -19.7% | +31.0% | +17.9% |
| YTD | -33.2% | -61.4% | +28.2% | -14.2% |
| 1Y | -41.8% | -61.6% | +19.8% | -25.5% |
| All | -16.0% | -51.2% | +35.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling