+2,771.1%
NOW vs BG
+179.1%
+2,592.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -2.4% | +2.8% | -5.2% | -3.0% |
| 30D | +20.5% | +12.0% | +8.5% | +17.7% |
| 3M | +18.3% | -7.7% | +26.0% | +19.7% |
| 6M | +24.1% | +4.5% | +19.6% | +22.1% |
| YTD | -7.8% | +35.7% | -43.5% | -14.5% |
| 1Y | -21.4% | +50.1% | -71.5% | -29.0% |
| 3Y | +19.5% | +12.6% | +6.9% | +13.5% |
| 5Y | +4.1% | +75.4% | -71.3% | -13.4% |
| 10Y | +826.4% | +150.5% | +675.9% | +545.2% |
| All | +2,771.1% | +179.1% | +2,592.0% | +1,932.0% |
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