+514.0%
NOW vs BAH
+198.8%
+315.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | -27.0% | +20.8% | -47.7% | -32.6% |
| 3M | -19.6% | +11.6% | -31.2% | -23.5% |
| 6M | +17.5% | +23.1% | -5.6% | +7.6% |
| YTD | -33.3% | +5.3% | -38.5% | -35.8% |
| 1Y | -39.8% | +6.1% | -46.0% | -42.5% |
| 3Y | -19.9% | -27.5% | +7.6% | -16.8% |
| 5Y | -26.1% | +6.2% | -32.2% | -37.9% |
| All | +514.0% | +198.8% | +315.2% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling