-16.3%
NOW vs ALL
+105.5%
-121.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | -3.0% | -1.9% | -1.0% | -2.8% |
| 30D | -26.0% | +13.8% | -39.8% | -27.4% |
| 3M | -13.1% | -7.0% | -6.1% | -12.3% |
| 6M | +14.5% | +18.0% | -3.5% | +12.9% |
| YTD | -33.4% | +24.2% | -57.6% | -34.8% |
| 1Y | -40.6% | +31.2% | -71.8% | -42.2% |
| 3Y | -16.3% | +107.5% | -123.9% | -20.8% |
| All | -16.3% | +105.5% | -121.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling