-16.3%
NOW vs EW
+51.9%
-68.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.0% | +11.0% | -14.0% | -3.7% |
| 30D | -26.0% | +19.1% | -45.1% | -27.1% |
| 3M | -13.1% | +14.4% | -27.5% | -14.0% |
| 6M | +14.5% | +22.8% | -8.3% | +12.9% |
| YTD | -33.4% | +19.8% | -53.2% | -34.4% |
| 1Y | -40.6% | +23.9% | -64.5% | -41.5% |
| 3Y | -16.3% | +52.2% | -68.5% | -21.6% |
| All | -16.3% | +51.9% | -68.3% | -21.6% |
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