+499.2%
NOW vs FIVE
+563.4%
-64.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -26.0% | +17.7% | -43.7% | -29.6% |
| 3M | -13.1% | +4.0% | -17.1% | -14.9% |
| 6M | +14.5% | +2.6% | +11.9% | +11.5% |
| YTD | -33.4% | +27.6% | -61.0% | -39.5% |
| 1Y | -40.6% | +59.9% | -100.6% | -49.4% |
| 3Y | -16.3% | +35.8% | -52.1% | -30.7% |
| 5Y | -26.3% | +14.4% | -40.8% | -37.7% |
| All | +499.2% | +563.4% | -64.3% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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