-19.9%
NOW vs EW
+62.8%
-82.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +0.3% | +4.9% | -4.6% | 0.0% |
| 30D | -27.0% | +23.9% | -50.9% | -28.2% |
| 3M | -19.6% | +15.8% | -35.4% | -20.5% |
| 6M | +17.5% | +31.7% | -14.2% | +15.3% |
| YTD | -33.3% | +25.7% | -58.9% | -34.4% |
| 1Y | -39.8% | +24.4% | -64.3% | -40.9% |
| 3Y | -19.9% | +65.9% | -85.8% | -26.9% |
| All | -19.9% | +62.8% | -82.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling