+6.8%
NOW vs EFV
+96.9%
-90.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | -2.4% | +1.5% | -3.9% | -3.5% |
| 30D | +20.5% | +1.7% | +18.8% | +18.9% |
| 3M | +18.3% | +8.6% | +9.7% | +10.3% |
| 6M | +24.1% | +11.7% | +12.4% | +12.1% |
| YTD | -7.8% | +19.3% | -27.1% | -22.4% |
| 1Y | -21.4% | +30.2% | -51.6% | -39.4% |
| 3Y | +19.5% | +91.6% | -72.0% | -39.1% |
| All | +6.8% | +96.9% | -90.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling