-27.2%
NOW vs TER
+86.7%
-113.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -1.7% | +24.0% | -25.6% | -4.4% |
| 30D | -27.4% | -30.6% | +3.3% | -24.3% |
| 3M | -19.4% | -34.5% | +15.1% | -16.1% |
| 6M | +13.1% | -26.4% | +39.5% | +11.4% |
| YTD | -34.3% | +36.4% | -70.7% | -48.4% |
| 1Y | -41.8% | +47.4% | -89.2% | -55.6% |
| 3Y | -20.7% | +202.6% | -223.3% | -60.6% |
| 5Y | -27.2% | +83.9% | -111.1% | -60.1% |
| All | -27.2% | +86.7% | -113.9% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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