+808.8%
NOW vs M
-2.2%
+811.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.3% |
| 7D | -2.4% | +4.7% | -7.1% | -2.9% |
| 30D | +20.5% | -9.6% | +30.2% | +21.9% |
| 3M | +18.3% | +0.9% | +17.5% | +17.9% |
| 6M | +24.1% | +22.3% | +1.8% | +20.5% |
| YTD | -7.8% | +6.5% | -14.3% | -9.3% |
| 1Y | -21.4% | +38.8% | -60.2% | -25.3% |
| 3Y | +19.5% | +115.9% | -96.4% | +5.2% |
| 5Y | +4.1% | +28.6% | -24.6% | -3.9% |
| All | +808.8% | -2.2% | +811.0% | +752.9% |
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