+499.2%
NOW vs EXPE
+115.0%
+384.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +1.0% |
| 7D | -3.0% | -9.3% | +6.3% | -0.7% |
| 30D | -26.0% | +0.1% | -26.2% | -26.7% |
| 3M | -13.1% | -15.3% | +2.2% | -10.0% |
| 6M | +14.5% | +5.5% | +9.0% | +11.1% |
| YTD | -33.4% | -8.0% | -25.5% | -33.3% |
| 1Y | -40.6% | +18.9% | -59.5% | -45.0% |
| 3Y | -16.3% | +135.5% | -151.9% | -38.2% |
| 5Y | -26.3% | +44.3% | -70.6% | -40.7% |
| All | +499.2% | +115.0% | +384.2% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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