+499.2%
NOW vs M
-4.2%
+503.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.1% |
| 7D | -3.0% | -4.3% | +1.3% | -2.5% |
| 30D | -26.0% | +1.3% | -27.3% | -26.3% |
| 3M | -13.1% | -7.4% | -5.7% | -12.6% |
| 6M | +14.5% | +18.3% | -3.8% | +11.5% |
| YTD | -33.4% | +7.6% | -41.0% | -34.7% |
| 1Y | -40.6% | +17.4% | -58.0% | -42.5% |
| 3Y | -16.3% | +108.4% | -124.7% | -26.2% |
| 5Y | -26.3% | -10.6% | -15.7% | -31.3% |
| All | +499.2% | -4.2% | +503.4% | +481.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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