+2,771.1%
NOW vs M
+14.5%
+2,756.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.3% |
| 7D | -2.4% | +4.7% | -7.1% | -3.0% |
| 30D | +20.5% | -9.6% | +30.2% | +22.0% |
| 3M | +18.3% | +0.9% | +17.5% | +17.8% |
| 6M | +24.1% | +22.3% | +1.8% | +20.0% |
| YTD | -7.8% | +6.5% | -14.3% | -9.5% |
| 1Y | -21.4% | +38.8% | -60.2% | -25.8% |
| 3Y | +19.5% | +115.9% | -96.4% | +3.2% |
| 5Y | +4.1% | +28.6% | -24.6% | -5.4% |
| 10Y | +826.4% | -2.5% | +829.0% | +752.1% |
| All | +2,771.1% | +14.5% | +2,756.6% | +2,371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling