+10.5%
NOW vs XE
-63.6%
+74.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.0% |
| 7D | -8.7% | -0.1% | -8.7% | -8.8% |
| 30D | -29.3% | -20.0% | -9.3% | -29.1% |
| 3M | -21.8% | -46.9% | +25.0% | -21.4% |
| 6M | +9.2% | -63.7% | +72.9% | +5.5% |
| All | +10.5% | -63.6% | +74.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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