-38.7%
NOW vs EFV
+25.8%
-64.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | +0.6% |
| 7D | -27.5% | +2.9% | -30.4% | -26.8% |
| 30D | -20.0% | +3.6% | -23.6% | -19.2% |
| 3M | -7.9% | -0.1% | -7.8% | -7.6% |
| 6M | +18.3% | +9.6% | +8.7% | +21.4% |
| YTD | -29.0% | +17.0% | -45.9% | -28.1% |
| 1Y | -38.7% | +25.7% | -64.4% | -40.7% |
| All | -38.7% | +25.8% | -64.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling