-25.1%
NOW vs A
+11.8%
-36.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.3% |
| 7D | +0.3% | -0.5% | +0.7% | +0.5% |
| 30D | -27.0% | 0.0% | -26.9% | -27.0% |
| 3M | -19.6% | +16.7% | -36.3% | -26.7% |
| 6M | +17.5% | +54.8% | -37.4% | -10.1% |
| YTD | -33.3% | +28.8% | -62.1% | -43.2% |
| 1Y | -39.8% | +19.3% | -59.1% | -46.5% |
| 3Y | -19.9% | +65.5% | -85.5% | -47.0% |
| All | -25.1% | +11.8% | -36.9% | -28.4% |
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