-25.8%
NOW vs EW
-13.2%
-12.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -8.7% | +9.3% | -18.0% | -11.2% |
| 30D | -29.3% | +22.1% | -51.3% | -33.7% |
| 3M | -21.8% | +13.0% | -34.9% | -25.1% |
| 6M | +9.2% | +30.1% | -20.8% | +0.3% |
| YTD | -35.0% | +22.0% | -57.0% | -39.3% |
| 1Y | -42.5% | +23.7% | -66.2% | -46.5% |
| 3Y | -21.5% | +62.0% | -83.5% | -41.5% |
| 5Y | -25.8% | -12.4% | -13.3% | -21.3% |
| All | -25.8% | -13.2% | -12.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling