-17.1%
NOW vs EW
+57.6%
-74.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -3.1% | +12.3% | -15.3% | -3.8% |
| 30D | -27.0% | +22.9% | -49.9% | -28.2% |
| 3M | -17.7% | +16.7% | -34.4% | -18.7% |
| 6M | +12.7% | +31.0% | -18.3% | +10.7% |
| YTD | -32.9% | +22.8% | -55.7% | -34.0% |
| 1Y | -40.4% | +25.6% | -66.0% | -41.3% |
| 3Y | -17.1% | +62.0% | -79.1% | -22.4% |
| All | -17.1% | +57.6% | -74.7% | -22.4% |
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