+2,111.6%
NOW vs FN
+2,783.0%
-671.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.6% | +0.8% |
| 7D | -27.5% | -7.0% | -20.5% | -26.4% |
| 30D | -20.0% | -24.7% | +4.7% | -15.9% |
| 3M | -7.9% | -35.7% | +27.8% | -1.5% |
| 6M | +18.3% | -52.4% | +70.7% | +31.1% |
| YTD | -29.0% | -25.0% | -4.0% | -32.2% |
| 1Y | -38.7% | -25.7% | -13.0% | -42.0% |
| 3Y | -10.3% | +110.2% | -120.5% | -41.4% |
| 5Y | -22.5% | +192.3% | -214.8% | -55.4% |
| 10Y | +553.8% | +812.3% | -258.4% | +171.8% |
| All | +2,111.6% | +2,783.0% | -671.5% | +629.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 all: compounded portfolio wealth divided by compounded FN 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…
all analysis · Full analysis span regression · 6 months rolling