-21.5%
NOW vs VFC
+47.8%
-69.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -8.7% | +3.5% | -12.2% | -9.1% |
| 30D | -29.3% | +38.3% | -67.6% | -32.1% |
| 3M | -21.8% | +40.2% | -62.0% | -25.1% |
| 6M | +9.2% | +10.6% | -1.4% | +7.2% |
| YTD | -35.0% | +16.7% | -51.7% | -36.7% |
| 1Y | -42.5% | +45.0% | -87.5% | -45.6% |
| 3Y | -21.5% | +48.8% | -70.3% | -26.7% |
| All | -21.5% | +47.8% | -69.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling