+6.8%
NOW vs VFC
-79.1%
+85.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -3.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +20.5% | -11.6% | +32.1% | +23.2% |
| 3M | +18.3% | -18.1% | +36.4% | +21.8% |
| 6M | +24.1% | -27.4% | +51.4% | +30.3% |
| YTD | -7.8% | -24.8% | +17.0% | -4.1% |
| 1Y | -21.4% | -8.2% | -13.2% | -21.9% |
| 3Y | +19.5% | -29.1% | +48.6% | +16.9% |
| All | +6.8% | -79.1% | +85.9% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling