+1,980.5%
NOW vs M
+21.2%
+1,959.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | -0.1% | -5.2% |
| 7D | -6.7% | -2.1% | -4.5% | -6.4% |
| 30D | -25.8% | +7.7% | -33.5% | -26.7% |
| 3M | -12.7% | -4.4% | -8.3% | -12.5% |
| 6M | +11.2% | +27.5% | -16.3% | +6.8% |
| YTD | -33.2% | +12.8% | -45.9% | -35.1% |
| 1Y | -41.8% | +20.7% | -62.5% | -44.1% |
| 3Y | -15.7% | +111.3% | -126.9% | -27.2% |
| 5Y | -26.0% | -6.3% | -19.7% | -31.4% |
| 10Y | +515.1% | +1.5% | +513.6% | +463.3% |
| All | +1,980.5% | +21.2% | +1,959.3% | +1,672.3% |
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