+18.3%
NOW vs BAX
-32.5%
+50.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.1% |
| 7D | -2.4% | -1.1% | -1.2% | -2.3% |
| 30D | +20.5% | -5.5% | +26.0% | +21.2% |
| 3M | +18.3% | +33.5% | -15.2% | +15.7% |
| 6M | +24.1% | +35.9% | -11.8% | +20.9% |
| YTD | -7.8% | +35.4% | -43.1% | -11.0% |
| 1Y | -21.4% | +9.8% | -31.1% | -22.1% |
| All | +18.3% | -32.5% | +50.7% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling