+808.8%
NOW vs F
+98.4%
+710.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.4% | -3.3% |
| 7D | -2.4% | +5.3% | -7.7% | -3.6% |
| 30D | +20.5% | +4.6% | +15.9% | +19.2% |
| 3M | +18.3% | -3.7% | +22.0% | +19.2% |
| 6M | +24.1% | +16.8% | +7.2% | +18.7% |
| YTD | -7.8% | +15.3% | -23.1% | -11.9% |
| 1Y | -21.4% | +31.0% | -52.4% | -27.5% |
| 3Y | +19.5% | +45.4% | -25.9% | +2.7% |
| 5Y | +4.1% | +54.7% | -50.6% | -13.4% |
| All | +808.8% | +98.4% | +710.4% | +568.2% |
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