+808.8%
NOW vs FE
+115.1%
+693.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | +20.5% | -1.2% | +21.7% | +20.9% |
| 3M | +18.3% | +3.5% | +14.9% | +16.9% |
| 6M | +24.1% | -6.1% | +30.1% | +25.7% |
| YTD | -7.8% | +7.6% | -15.4% | -10.6% |
| 1Y | -21.4% | +11.9% | -33.3% | -24.9% |
| 3Y | +19.5% | +48.4% | -28.9% | +1.5% |
| 5Y | +4.1% | +44.8% | -40.7% | -11.4% |
| All | +808.8% | +115.1% | +693.7% | +618.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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