+501.5%
NOW vs F
+82.1%
+419.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.7% |
| 7D | -6.7% | +1.4% | -8.0% | -7.0% |
| 30D | -25.8% | +2.0% | -27.8% | -26.4% |
| 3M | -12.7% | -10.4% | -2.3% | -10.8% |
| 6M | +11.2% | +9.7% | +1.5% | +7.8% |
| YTD | -33.2% | -1.2% | -32.0% | -34.1% |
| 1Y | -41.8% | 0.0% | -41.8% | -42.8% |
| 3Y | -15.7% | +41.1% | -56.7% | -27.4% |
| 5Y | -26.0% | -11.4% | -14.6% | -30.7% |
| All | +501.5% | +82.1% | +419.4% | +361.6% |
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