-25.8%
NOW vs F
-15.8%
-10.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.1% | -2.6% |
| 7D | -8.7% | -0.2% | -8.5% | -8.7% |
| 30D | -29.3% | +0.9% | -30.2% | -29.7% |
| 3M | -21.8% | -11.3% | -10.5% | -19.8% |
| 6M | +9.2% | +2.0% | +7.2% | +7.7% |
| YTD | -35.0% | -3.2% | -31.8% | -35.5% |
| 1Y | -42.5% | -3.5% | -39.1% | -43.0% |
| 3Y | -21.5% | +48.1% | -69.6% | -37.5% |
| 5Y | -25.8% | -13.5% | -12.3% | -35.1% |
| All | -25.8% | -15.8% | -10.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling