-17.1%
NOW vs M
+142.9%
-160.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -0.2% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | -27.0% | +10.1% | -37.1% | -28.1% |
| 3M | -17.7% | -0.9% | -16.8% | -17.9% |
| 6M | +12.7% | +30.2% | -17.5% | +7.9% |
| YTD | -32.9% | +16.3% | -49.2% | -35.0% |
| 1Y | -40.4% | +27.0% | -67.4% | -43.3% |
| 3Y | -17.1% | +154.5% | -171.6% | -29.7% |
| All | -17.1% | +142.9% | -160.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling