+501.5%
NOW vs VCIT
+29.0%
+472.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.2% | -6.2% |
| 7D | -6.7% | +0.5% | -7.1% | -7.3% |
| 30D | -25.8% | +2.1% | -27.9% | -28.0% |
| 3M | -12.7% | -1.6% | -11.1% | -10.9% |
| 6M | +11.2% | -1.6% | +12.8% | +13.5% |
| YTD | -33.2% | -1.5% | -31.7% | -31.8% |
| 1Y | -41.8% | -0.4% | -41.4% | -41.6% |
| 3Y | -15.7% | +19.6% | -35.2% | -35.2% |
| 5Y | -26.0% | +3.3% | -29.3% | -32.1% |
| All | +501.5% | +29.0% | +472.5% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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