+514.0%
NOW vs V
+458.1%
+55.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.6% |
| 7D | +0.3% | +0.9% | -0.6% | -0.4% |
| 30D | -27.0% | +9.0% | -35.9% | -32.3% |
| 3M | -19.6% | +16.7% | -36.4% | -29.8% |
| 6M | +17.5% | +33.4% | -16.0% | -7.7% |
| YTD | -33.3% | +22.4% | -55.6% | -44.3% |
| 1Y | -39.8% | +27.7% | -67.5% | -51.6% |
| 3Y | -19.9% | +78.0% | -97.9% | -52.1% |
| 5Y | -26.1% | +108.5% | -134.6% | -61.3% |
| All | +514.0% | +458.1% | +55.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling