+3.3%
NOW vs FGI
-74.8%
+78.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -25.2% | +26.8% | +1.9% |
| 7D | +0.3% | -14.4% | +14.7% | +0.4% |
| 30D | -27.0% | -11.8% | -15.2% | -27.0% |
| 3M | -19.6% | -46.2% | +26.6% | -19.0% |
| 6M | +17.5% | +5.2% | +12.3% | +15.7% |
| YTD | -33.3% | +10.5% | -43.8% | -34.8% |
| 1Y | -39.8% | +25.5% | -65.3% | -41.5% |
| 3Y | -19.9% | -16.0% | -3.9% | -22.5% |
| All | +3.3% | -74.8% | +78.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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