-26.4%
NOW vs EWT
+103.1%
-129.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.6% |
| 7D | -3.0% | -11.7% | +8.7% | +3.7% |
| 30D | -26.0% | -23.2% | -2.8% | -14.3% |
| 3M | -13.1% | -12.5% | -0.6% | -7.3% |
| 6M | +14.5% | -5.9% | +20.4% | +12.1% |
| YTD | -33.4% | +40.5% | -73.9% | -53.3% |
| 1Y | -40.6% | +43.7% | -84.4% | -59.3% |
| 3Y | -16.3% | +136.6% | -152.9% | -67.4% |
| All | -26.4% | +103.1% | -129.5% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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