-26.4%
NOW vs A
+15.4%
-41.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | -26.0% | +3.4% | -29.4% | -27.4% |
| 3M | -13.1% | +23.8% | -36.9% | -23.3% |
| 6M | +14.5% | +49.0% | -34.5% | -10.3% |
| YTD | -33.4% | +29.4% | -62.8% | -43.5% |
| 1Y | -40.6% | +19.4% | -60.0% | -47.3% |
| 3Y | -16.3% | +66.2% | -82.5% | -44.7% |
| All | -26.4% | +15.4% | -41.7% | -28.2% |
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