+504.6%
NOW vs VFC
-44.8%
+549.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | -3.1% | +7.7% | -10.8% | -4.6% |
| 30D | -27.0% | +39.2% | -66.2% | -32.4% |
| 3M | -17.7% | +40.3% | -58.0% | -24.1% |
| 6M | +12.7% | +11.4% | +1.3% | +8.3% |
| YTD | -32.9% | +17.5% | -50.4% | -36.7% |
| 1Y | -40.4% | +45.9% | -86.3% | -46.6% |
| 3Y | -17.1% | +47.3% | -64.4% | -34.0% |
| 5Y | -25.7% | -67.2% | +41.5% | -4.6% |
| 10Y | +504.6% | -46.1% | +550.7% | +577.4% |
| All | +504.6% | -44.8% | +549.4% | +577.4% |
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