+6.8%
NOW vs A
-12.8%
+19.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -2.4% | -1.9% | -0.4% | -1.3% |
| 30D | +20.5% | +6.9% | +13.6% | +16.0% |
| 3M | +18.3% | +9.2% | +9.1% | +11.9% |
| 6M | +24.1% | +25.7% | -1.6% | +7.3% |
| YTD | -7.8% | +11.5% | -19.3% | -14.6% |
| 1Y | -21.4% | +18.4% | -39.8% | -30.6% |
| 3Y | +19.5% | +26.6% | -7.1% | -5.2% |
| All | +6.8% | -12.8% | +19.7% | +19.4% |
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