+514.0%
NOW vs BAX
-35.8%
+549.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -27.0% | +4.1% | -31.0% | -27.3% |
| 3M | -19.6% | -4.5% | -15.1% | -18.0% |
| 6M | +17.5% | +49.2% | -31.8% | +4.4% |
| YTD | -33.3% | +35.2% | -68.5% | -40.4% |
| 1Y | -39.8% | +38.3% | -78.1% | -46.8% |
| 3Y | -19.9% | -19.0% | -0.9% | -19.0% |
| 5Y | -26.1% | -64.2% | +38.1% | +10.1% |
| All | +514.0% | -35.8% | +549.8% | +471.4% |
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