+502.7%
NOW vs FE
+120.7%
+382.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -8.7% | -0.5% | -8.2% | -8.6% |
| 30D | -29.3% | +4.3% | -33.6% | -30.2% |
| 3M | -21.8% | +0.4% | -22.2% | -22.1% |
| 6M | +9.2% | +6.9% | +2.3% | +6.6% |
| YTD | -35.0% | +8.0% | -43.0% | -37.1% |
| 1Y | -42.5% | +4.8% | -47.3% | -43.9% |
| 3Y | -21.5% | +49.0% | -70.5% | -33.4% |
| 5Y | -25.8% | +46.2% | -72.0% | -37.0% |
| All | +502.7% | +120.7% | +382.1% | +378.6% |
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