+2.6%
NOW vs BR
+9.8%
-7.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -2.7% |
| 7D | -6.1% | -5.9% | -0.1% | -0.5% |
| 30D | +7.5% | +1.9% | +5.6% | +5.9% |
| 3M | +17.5% | +14.7% | +2.9% | +4.1% |
| 6M | +7.9% | -12.8% | +20.7% | +21.9% |
| YTD | -12.4% | -23.0% | +10.7% | +9.6% |
| 1Y | -28.6% | -31.7% | +3.1% | -1.5% |
| 3Y | +11.8% | -4.8% | +16.6% | +12.2% |
| 5Y | +2.6% | +7.8% | -5.2% | -16.0% |
| All | +2.6% | +9.8% | -7.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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