+1,924.6%
NOW vs BG
+133.8%
+1,790.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.7% |
| 7D | -8.7% | +5.0% | -13.7% | -9.6% |
| 30D | -29.3% | -3.2% | -26.1% | -28.7% |
| 3M | -21.8% | -11.2% | -10.6% | -20.1% |
| 6M | +9.2% | -19.4% | +28.7% | +13.4% |
| YTD | -35.0% | +13.6% | -48.6% | -37.6% |
| 1Y | -42.5% | +7.3% | -49.8% | -44.2% |
| 3Y | -21.5% | +3.8% | -25.3% | -24.7% |
| 5Y | -25.8% | +23.2% | -49.0% | -33.1% |
| 10Y | +506.3% | +97.9% | +408.4% | +344.9% |
| All | +1,924.6% | +133.8% | +1,790.8% | +1,382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling