-25.1%
NOW vs FTV
+17.3%
-42.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.3% | +3.9% | -3.6% | -2.1% |
| 30D | -27.0% | +18.7% | -45.6% | -35.0% |
| 3M | -19.6% | +10.0% | -29.7% | -25.1% |
| 6M | +17.5% | +14.6% | +2.9% | +5.2% |
| YTD | -33.3% | +23.4% | -56.7% | -44.1% |
| 1Y | -39.8% | +31.3% | -71.1% | -52.1% |
| 3Y | -19.9% | +39.8% | -59.7% | -42.6% |
| All | -25.1% | +17.3% | -42.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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