-26.4%
NOW vs B
+134.6%
-160.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.0% | +9.6% | -12.6% | -3.9% |
| 30D | -26.0% | +3.5% | -29.6% | -26.3% |
| 3M | -13.1% | -1.6% | -11.5% | -13.1% |
| 6M | +14.5% | -1.7% | +16.2% | +14.4% |
| YTD | -33.4% | -5.3% | -28.1% | -33.6% |
| 1Y | -40.6% | +27.2% | -67.8% | -43.0% |
| 3Y | -16.3% | +166.1% | -182.4% | -29.1% |
| All | -26.4% | +134.6% | -160.9% | -37.2% |
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