+506.3%
NOW vs F
+79.7%
+426.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.9% |
| 7D | -8.7% | +1.0% | -9.7% | -8.9% |
| 30D | -29.3% | +2.1% | -31.4% | -29.9% |
| 3M | -21.8% | -10.3% | -11.6% | -20.2% |
| 6M | +9.2% | +3.3% | +6.0% | +7.4% |
| YTD | -35.0% | -2.0% | -33.0% | -35.7% |
| 1Y | -42.5% | -2.3% | -40.2% | -43.1% |
| 3Y | -21.5% | +49.9% | -71.4% | -33.7% |
| 5Y | -25.8% | -12.5% | -13.3% | -30.3% |
| 10Y | +506.3% | +74.3% | +432.1% | +352.7% |
| All | +506.3% | +79.7% | +426.7% | +352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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