+1,980.5%
NOW vs B
+40.0%
+1,940.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.0% |
| 7D | -6.7% | +4.3% | -11.0% | -7.0% |
| 30D | -25.8% | -0.9% | -24.9% | -25.8% |
| 3M | -12.7% | -1.4% | -11.3% | -12.7% |
| 6M | +11.2% | +5.0% | +6.2% | +10.6% |
| YTD | -33.2% | -5.8% | -27.3% | -33.3% |
| 1Y | -41.8% | +25.6% | -67.4% | -43.1% |
| 3Y | -15.7% | +161.6% | -177.3% | -22.5% |
| 5Y | -26.0% | +135.2% | -161.3% | -32.0% |
| 10Y | +515.1% | +170.7% | +344.3% | +465.1% |
| All | +1,980.5% | +40.0% | +1,940.5% | +2,072.6% |
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