+504.6%
NOW vs VCLT
+20.2%
+484.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.9% |
| 30D | -27.0% | +3.4% | -30.4% | -28.7% |
| 3M | -17.7% | -0.9% | -16.8% | -17.2% |
| 6M | +12.7% | -3.1% | +15.8% | +15.1% |
| YTD | -32.9% | -2.4% | -30.6% | -31.9% |
| 1Y | -40.4% | -2.7% | -37.7% | -39.4% |
| 3Y | -17.1% | +16.9% | -34.0% | -26.5% |
| 5Y | -25.7% | -17.0% | -8.7% | -19.2% |
| 10Y | +504.6% | +22.1% | +482.5% | +494.0% |
| All | +504.6% | +20.2% | +484.4% | +494.0% |
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