-27.2%
NOW vs FLUT
-49.0%
+21.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -27.4% | +5.0% | -32.4% | -28.7% |
| 3M | -19.4% | -16.4% | -3.0% | -15.8% |
| 6M | +13.1% | -14.6% | +27.7% | +17.5% |
| YTD | -34.3% | -61.9% | +27.6% | -15.6% |
| 1Y | -41.8% | -65.0% | +23.3% | -23.6% |
| 3Y | -20.7% | -44.8% | +24.1% | -9.9% |
| 5Y | -27.2% | -49.9% | +22.7% | -25.1% |
| All | -27.2% | -49.0% | +21.8% | -25.1% |
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