-25.7%
NOW vs EXC
+43.6%
-69.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.1% | -1.7% | -1.3% | -3.0% |
| 30D | -27.0% | +9.3% | -36.4% | -27.7% |
| 3M | -17.7% | +1.0% | -18.8% | -17.8% |
| 6M | +12.7% | +5.9% | +6.8% | +11.9% |
| YTD | -32.9% | +7.6% | -40.6% | -33.7% |
| 1Y | -40.4% | +2.4% | -42.8% | -40.7% |
| 3Y | -17.1% | +30.2% | -47.3% | -22.9% |
| 5Y | -25.7% | +41.4% | -67.0% | -40.6% |
| All | -25.7% | +43.6% | -69.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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