-25.8%
NOW vs BP
+101.9%
-127.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -8.7% | -6.3% | -2.4% | -7.7% |
| 30D | -29.3% | -3.6% | -25.7% | -29.0% |
| 3M | -21.8% | +5.2% | -27.1% | -23.0% |
| 6M | +9.2% | +5.3% | +3.9% | +7.3% |
| YTD | -35.0% | +33.1% | -68.1% | -39.8% |
| 1Y | -42.5% | +26.3% | -68.8% | -46.1% |
| 3Y | -21.5% | +47.5% | -69.0% | -30.5% |
| 5Y | -25.8% | +106.2% | -131.9% | -40.9% |
| All | -25.8% | +101.9% | -127.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling