+521.8%
NOW vs VFC
-47.4%
+569.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.3% |
| 7D | -5.6% | -1.4% | -4.2% | -5.3% |
| 30D | -26.8% | +30.7% | -57.5% | -31.2% |
| 3M | -19.4% | +40.6% | -60.1% | -25.7% |
| 6M | +12.3% | +16.5% | -4.2% | +6.9% |
| YTD | -32.9% | +16.2% | -49.1% | -36.5% |
| 1Y | -40.3% | +42.4% | -82.7% | -46.2% |
| 3Y | -19.1% | +48.1% | -67.1% | -35.8% |
| 5Y | -24.4% | -67.8% | +43.5% | -2.3% |
| 10Y | +521.8% | -48.5% | +570.3% | +595.1% |
| All | +521.8% | -47.4% | +569.2% | +595.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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