-16.3%
NOW vs VFC
+39.5%
-55.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | +11.2% | -14.2% | -4.1% |
| 30D | -26.0% | +41.5% | -67.6% | -29.2% |
| 3M | -13.1% | +38.9% | -52.0% | -16.7% |
| 6M | +14.5% | +6.1% | +8.4% | +13.0% |
| YTD | -33.4% | +14.5% | -48.0% | -35.0% |
| 1Y | -40.6% | +46.0% | -86.6% | -43.9% |
| 3Y | -16.3% | +36.4% | -52.7% | -21.4% |
| All | -16.3% | +39.5% | -55.8% | -21.4% |
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 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