-25.1%
NOW vs B
+107.0%
-132.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +0.3% | -7.3% | +7.6% | +1.1% |
| 30D | -27.0% | -3.3% | -23.6% | -26.7% |
| 3M | -19.6% | -7.8% | -11.9% | -19.1% |
| 6M | +17.5% | -15.5% | +33.0% | +19.2% |
| YTD | -33.3% | -12.3% | -21.0% | -32.9% |
| 1Y | -39.8% | +5.4% | -45.2% | -41.0% |
| 3Y | -19.9% | +165.5% | -185.5% | -33.0% |
| All | -25.1% | +107.0% | -132.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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