-26.0%
NOW vs M
-6.1%
-19.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | -0.1% | -4.6% |
| 7D | -6.7% | -2.1% | -4.5% | -6.3% |
| 30D | -25.8% | +7.7% | -33.5% | -27.3% |
| 3M | -12.7% | -4.4% | -8.3% | -12.3% |
| 6M | +11.2% | +27.5% | -16.3% | +3.6% |
| YTD | -33.2% | +12.8% | -45.9% | -36.5% |
| 1Y | -41.8% | +20.7% | -62.5% | -45.8% |
| 3Y | -15.7% | +111.3% | -126.9% | -37.7% |
| 5Y | -26.0% | -6.3% | -19.7% | -36.1% |
| All | -26.0% | -6.1% | -19.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling