+3.0%
NOW vs FGI
-70.6%
+73.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.0% | -7.0% | +4.0% | -2.9% |
| 30D | -26.0% | -4.2% | -21.8% | -26.0% |
| 3M | -13.1% | +55.6% | -68.7% | -14.7% |
| 6M | +14.5% | -3.2% | +17.7% | +13.2% |
| YTD | -33.4% | +29.1% | -62.6% | -35.1% |
| 1Y | -40.6% | +51.0% | -91.6% | -42.4% |
| 3Y | -16.3% | +1.5% | -17.8% | -19.4% |
| All | +3.0% | -70.6% | +73.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling