+499.2%
NOW vs BAX
-36.8%
+536.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.0% | +12.1% | -15.1% | -6.5% |
| 30D | -26.0% | +7.6% | -33.6% | -27.1% |
| 3M | -13.1% | -4.5% | -8.6% | -11.3% |
| 6M | +14.5% | +52.0% | -37.5% | +1.3% |
| YTD | -33.4% | +35.1% | -68.6% | -40.4% |
| 1Y | -40.6% | +43.7% | -84.3% | -48.2% |
| 3Y | -16.3% | -20.9% | +4.6% | -14.4% |
| 5Y | -26.3% | -63.5% | +37.2% | +8.0% |
| All | +499.2% | -36.8% | +536.0% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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