-16.0%
NOW vs FGI
+2.3%
-18.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.7% | -11.6% | +4.9% | -6.6% |
| 30D | -25.8% | -3.3% | -22.5% | -25.8% |
| 3M | -12.7% | +65.6% | -78.3% | -13.5% |
| 6M | +11.2% | -2.8% | +14.0% | +10.5% |
| YTD | -33.2% | +30.1% | -63.3% | -33.9% |
| 1Y | -41.8% | +50.2% | -92.0% | -42.4% |
| All | -16.0% | +2.3% | -18.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling