-24.4%
NOW vs EXPE
+42.3%
-66.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.4% |
| 7D | -5.6% | -17.8% | +12.2% | +0.8% |
| 30D | -26.8% | -3.2% | -23.5% | -26.7% |
| 3M | -19.4% | -19.0% | -0.5% | -14.7% |
| 6M | +12.3% | +17.7% | -5.4% | +4.1% |
| YTD | -32.9% | -7.8% | -25.1% | -33.0% |
| 1Y | -40.3% | -1.4% | -38.9% | -42.0% |
| 3Y | -19.1% | +121.9% | -141.0% | -45.2% |
| 5Y | -24.4% | +44.3% | -68.6% | -42.6% |
| All | -24.4% | +42.3% | -66.7% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling