-12.8%
NOW vs EXE
+155.8%
-168.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.1% | -3.9% | +0.8% | -2.3% |
| 30D | -27.0% | -2.6% | -24.5% | -26.7% |
| 3M | -17.7% | -6.9% | -10.9% | -16.6% |
| 6M | +12.7% | -9.3% | +22.0% | +14.6% |
| YTD | -32.9% | -20.7% | -12.2% | -30.4% |
| 1Y | -40.4% | -21.8% | -18.6% | -38.0% |
| 3Y | -17.1% | +16.2% | -33.3% | -20.4% |
| 5Y | -25.7% | +61.1% | -86.8% | -29.8% |
| All | -12.8% | +155.8% | -168.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling