-25.1%
NOW vs ALL
+161.6%
-186.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.3% | +5.0% | -4.8% | -0.6% |
| 30D | -27.0% | +13.3% | -40.3% | -28.8% |
| 3M | -19.6% | +3.2% | -22.8% | -20.3% |
| 6M | +17.5% | +25.3% | -7.9% | +12.6% |
| YTD | -33.3% | +30.5% | -63.7% | -36.7% |
| 1Y | -39.8% | +29.2% | -69.0% | -42.9% |
| 3Y | -19.9% | +119.1% | -139.0% | -33.3% |
| All | -25.1% | +161.6% | -186.7% | -41.5% |
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