-22.5%
NOW vs USB
+23.7%
-46.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | -27.5% | +2.4% | -29.9% | -28.3% |
| 30D | -20.0% | +6.6% | -26.6% | -22.0% |
| 3M | -7.9% | -4.1% | -3.8% | -6.9% |
| 6M | +18.3% | +12.5% | +5.8% | +12.5% |
| YTD | -29.0% | +17.6% | -46.6% | -34.0% |
| 1Y | -38.7% | +36.5% | -75.2% | -46.4% |
| 3Y | -10.3% | +95.4% | -105.7% | -33.0% |
| 5Y | -22.5% | +26.1% | -48.6% | -30.7% |
| All | -22.5% | +23.7% | -46.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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