-26.4%
NOW vs VCLT
-16.9%
-9.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.0% | +0.3% | -3.3% | -3.2% |
| 30D | -26.0% | +3.7% | -29.7% | -28.4% |
| 3M | -13.1% | -1.0% | -12.1% | -12.4% |
| 6M | +14.5% | -3.4% | +17.9% | +17.7% |
| YTD | -33.4% | -2.6% | -30.8% | -32.0% |
| 1Y | -40.6% | -3.3% | -37.4% | -39.0% |
| 3Y | -16.3% | +17.3% | -33.6% | -30.1% |
| All | -26.4% | -16.9% | -9.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling