-24.4%
NOW vs A
+14.4%
-38.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -5.6% | -0.1% | -5.4% | -5.5% |
| 30D | -26.8% | +3.3% | -30.0% | -28.1% |
| 3M | -19.4% | +18.5% | -38.0% | -27.2% |
| 6M | +12.3% | +59.3% | -47.0% | -15.4% |
| YTD | -32.9% | +31.0% | -63.9% | -43.5% |
| 1Y | -40.3% | +19.3% | -59.6% | -46.9% |
| 3Y | -19.1% | +66.8% | -85.9% | -46.5% |
| 5Y | -24.4% | +15.5% | -39.8% | -28.1% |
| All | -24.4% | +14.4% | -38.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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