-27.2%
NOW vs A
+12.3%
-39.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.8% |
| 7D | -1.7% | +0.7% | -2.4% | -2.1% |
| 30D | -27.4% | +0.8% | -28.2% | -27.7% |
| 3M | -19.4% | +16.9% | -36.3% | -26.6% |
| 6M | +13.1% | +53.8% | -40.7% | -13.1% |
| YTD | -34.3% | +28.1% | -62.4% | -43.9% |
| 1Y | -41.8% | +15.0% | -56.8% | -47.1% |
| 3Y | -20.7% | +63.1% | -83.8% | -46.9% |
| 5Y | -27.2% | +11.5% | -38.7% | -28.8% |
| All | -27.2% | +12.3% | -39.5% | -28.8% |
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