-25.7%
NOW vs ALL
+145.6%
-171.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -3.1% | -3.9% | +0.8% | -2.4% |
| 30D | -27.0% | +10.6% | -37.7% | -28.7% |
| 3M | -17.7% | -4.6% | -13.2% | -17.1% |
| 6M | +12.7% | +20.2% | -7.5% | +8.8% |
| YTD | -32.9% | +23.7% | -56.6% | -35.8% |
| 1Y | -40.4% | +27.9% | -68.3% | -43.4% |
| 3Y | -17.1% | +109.2% | -126.3% | -30.5% |
| 5Y | -25.7% | +148.0% | -173.7% | -40.6% |
| All | -25.7% | +145.6% | -171.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling