+42.7%
NOW vs FGI
-70.4%
+113.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.5% | -3.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | +20.5% | +65.4% | -44.9% | +18.3% |
| 3M | +18.3% | +23.5% | -5.2% | +16.7% |
| 6M | +24.1% | +60.5% | -36.5% | +20.6% |
| YTD | -7.8% | +30.0% | -37.8% | -10.0% |
| 1Y | -21.4% | +82.1% | -103.5% | -24.4% |
| 3Y | +19.5% | -4.4% | +23.9% | +15.8% |
| All | +42.7% | -70.4% | +113.0% | +43.2% |
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