+780.0%
NOW vs BG
+171.4%
+608.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -9.9% | +3.7% | -13.6% | -10.5% |
| 30D | +2.8% | +12.3% | -9.5% | +0.6% |
| 3M | +23.7% | -2.2% | +25.9% | +23.7% |
| 6M | +12.5% | +5.3% | +7.2% | +10.8% |
| YTD | -14.4% | +42.4% | -56.8% | -20.8% |
| 1Y | -29.0% | +55.2% | -84.2% | -35.7% |
| 3Y | +9.3% | +21.0% | -11.7% | +2.9% |
| 5Y | +1.2% | +87.1% | -85.9% | -15.8% |
| All | +780.0% | +171.4% | +608.6% | +519.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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