+504.6%
NOW vs FDS
+135.1%
+369.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | -3.1% | -5.0% | +1.9% | +0.1% |
| 30D | -27.0% | +13.8% | -40.8% | -34.1% |
| 3M | -17.7% | +14.8% | -32.6% | -26.2% |
| 6M | +12.7% | +47.4% | -34.7% | -14.7% |
| YTD | -32.9% | +14.2% | -47.1% | -39.9% |
| 1Y | -40.4% | +26.6% | -67.0% | -50.4% |
| 3Y | -17.1% | -24.4% | +7.3% | -5.3% |
| 5Y | -25.7% | -22.6% | -3.0% | -16.3% |
| 10Y | +504.6% | +130.0% | +374.6% | +260.5% |
| All | +504.6% | +135.1% | +369.5% | +260.5% |
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