+6.8%
NOW vs FLUT
-50.4%
+57.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -2.4% | -1.6% | -0.7% | -2.0% |
| 30D | +20.5% | +7.7% | +12.8% | +17.5% |
| 3M | +18.3% | -0.7% | +19.1% | +18.0% |
| 6M | +24.1% | -11.2% | +35.2% | +27.6% |
| YTD | -7.8% | -53.4% | +45.7% | +12.1% |
| 1Y | -21.4% | -65.8% | +44.4% | +3.3% |
| 3Y | +19.5% | -44.9% | +64.5% | +35.1% |
| All | +6.8% | -50.4% | +57.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling