+514.0%
NOW vs FIVE
+504.2%
+9.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.3% | +2.7% | -2.4% | -0.5% |
| 30D | -27.0% | +12.7% | -39.6% | -29.7% |
| 3M | -19.6% | +2.1% | -21.7% | -20.9% |
| 6M | +17.5% | +17.5% | 0.0% | +10.4% |
| YTD | -33.3% | +31.0% | -64.2% | -39.8% |
| 1Y | -39.8% | +67.7% | -107.6% | -49.5% |
| 3Y | -19.9% | +43.4% | -63.3% | -34.9% |
| 5Y | -26.1% | +18.1% | -44.1% | -38.1% |
| All | +514.0% | +504.2% | +9.8% | +277.9% |
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