+506.3%
NOW vs V
+444.9%
+61.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -8.7% | +0.6% | -9.4% | -9.2% |
| 30D | -29.3% | +9.7% | -39.0% | -34.9% |
| 3M | -21.8% | +17.3% | -39.1% | -31.9% |
| 6M | +9.2% | +33.2% | -24.0% | -14.0% |
| YTD | -35.0% | +21.3% | -56.3% | -45.3% |
| 1Y | -42.5% | +27.3% | -69.8% | -53.6% |
| 3Y | -21.5% | +76.1% | -97.6% | -52.6% |
| 5Y | -25.8% | +103.5% | -129.2% | -60.2% |
| 10Y | +506.3% | +454.5% | +51.9% | +28.4% |
| All | +506.3% | +444.9% | +61.4% | +28.4% |
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