+2,111.6%
NOW vs B
+39.2%
+2,072.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.3% | -8.6% | -0.9% |
| 7D | -27.5% | +1.1% | -28.6% | -27.6% |
| 30D | -20.0% | +0.3% | -20.4% | -20.1% |
| 3M | -7.9% | +5.4% | -13.3% | -8.3% |
| 6M | +18.3% | +5.5% | +12.8% | +17.6% |
| YTD | -29.0% | -6.3% | -22.6% | -29.1% |
| 1Y | -38.7% | +29.4% | -68.1% | -40.2% |
| 3Y | -10.3% | +160.3% | -170.6% | -17.6% |
| 5Y | -22.5% | +144.6% | -167.1% | -28.9% |
| 10Y | +553.8% | +169.3% | +384.5% | +501.0% |
| All | +2,111.6% | +39.2% | +2,072.3% | +2,210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling