+1,972.6%
NOW vs BG
+133.0%
+1,839.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -3.0% | +2.5% | -5.5% | -3.5% |
| 30D | -26.0% | -6.1% | -20.0% | -25.0% |
| 3M | -13.1% | -8.5% | -4.6% | -11.8% |
| 6M | +14.5% | -20.4% | +34.9% | +19.2% |
| YTD | -33.4% | +13.3% | -46.7% | -36.1% |
| 1Y | -40.6% | +7.3% | -47.9% | -42.3% |
| 3Y | -16.3% | +2.6% | -18.9% | -19.4% |
| 5Y | -26.3% | +22.0% | -48.3% | -33.5% |
| 10Y | +512.7% | +91.8% | +421.0% | +353.3% |
| All | +1,972.6% | +133.0% | +1,839.5% | +1,418.9% |
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