-26.4%
NOW vs EXPE
+43.3%
-69.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +1.3% |
| 7D | -3.0% | -9.3% | +6.3% | -0.3% |
| 30D | -26.0% | +0.1% | -26.2% | -27.0% |
| 3M | -13.1% | -15.3% | +2.2% | -9.4% |
| 6M | +14.5% | +5.5% | +9.0% | +10.1% |
| YTD | -33.4% | -8.0% | -25.5% | -33.5% |
| 1Y | -40.6% | +18.9% | -59.5% | -46.3% |
| 3Y | -16.3% | +135.5% | -151.9% | -44.8% |
| All | -26.4% | +43.3% | -69.7% | -43.5% |
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