-25.8%
NOW vs FDS
-22.8%
-3.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -2.9% |
| 7D | -8.7% | -2.0% | -6.8% | -7.5% |
| 30D | -29.3% | +13.5% | -42.8% | -36.6% |
| 3M | -21.8% | +15.2% | -37.0% | -30.8% |
| 6M | +9.2% | +47.0% | -37.8% | -19.6% |
| YTD | -35.0% | +13.9% | -48.9% | -42.5% |
| 1Y | -42.5% | +25.2% | -67.7% | -52.8% |
| 3Y | -21.5% | -25.3% | +3.8% | -8.6% |
| 5Y | -25.8% | -23.3% | -2.5% | -14.5% |
| All | -25.8% | -22.8% | -3.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling