+2,111.6%
NOW vs F
+154.1%
+1,957.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.1% |
| 7D | -27.5% | +6.0% | -33.5% | -28.9% |
| 30D | -20.0% | +4.3% | -24.3% | -21.3% |
| 3M | -7.9% | -10.1% | +2.2% | -5.7% |
| 6M | +18.3% | +12.8% | +5.5% | +12.9% |
| YTD | -29.0% | -0.1% | -28.9% | -30.4% |
| 1Y | -38.7% | +3.7% | -42.4% | -40.6% |
| 3Y | -10.3% | +42.7% | -53.0% | -25.1% |
| 5Y | -22.5% | -11.0% | -11.4% | -27.7% |
| 10Y | +553.8% | +87.0% | +466.8% | +338.5% |
| All | +2,111.6% | +154.1% | +1,957.5% | +1,318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling