+499.2%
NOW vs FDS
+135.4%
+363.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +2.1% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -26.0% | +20.2% | -46.2% | -35.8% |
| 3M | -13.1% | +19.9% | -33.0% | -24.3% |
| 6M | +14.5% | +56.2% | -41.7% | -16.6% |
| YTD | -33.4% | +14.6% | -48.0% | -40.5% |
| 1Y | -40.6% | +31.6% | -72.2% | -51.8% |
| 3Y | -16.3% | -23.8% | +7.5% | -5.0% |
| 5Y | -26.3% | -22.6% | -3.8% | -17.1% |
| All | +499.2% | +135.4% | +363.8% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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