-26.4%
NOW vs TER
+53.6%
-80.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -3.0% | -20.5% | +17.5% | -0.2% |
| 30D | -26.0% | -47.0% | +21.0% | -20.2% |
| 3M | -13.1% | -43.3% | +30.2% | -7.8% |
| 6M | +14.5% | -42.9% | +57.4% | +17.2% |
| YTD | -33.4% | +12.9% | -46.3% | -46.4% |
| 1Y | -40.6% | +18.2% | -58.8% | -53.1% |
| 3Y | -16.3% | +151.8% | -168.1% | -57.6% |
| All | -26.4% | +53.6% | -80.0% | -59.7% |
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