+514.0%
NOW vs VCLT
+21.5%
+492.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +0.3% | -2.3% | +2.5% | +1.9% |
| 30D | -27.0% | +0.8% | -27.7% | -27.3% |
| 3M | -19.6% | -2.7% | -17.0% | -18.1% |
| 6M | +17.5% | -4.3% | +21.8% | +21.0% |
| YTD | -33.3% | -4.3% | -28.9% | -31.2% |
| 1Y | -39.8% | -4.4% | -35.5% | -38.0% |
| 3Y | -19.9% | +13.8% | -33.7% | -27.6% |
| 5Y | -26.1% | -17.0% | -9.1% | -19.3% |
| All | +514.0% | +21.5% | +492.4% | +494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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