-26.4%
NOW vs VFC
-67.4%
+41.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | +11.2% | -14.2% | -4.8% |
| 30D | -26.0% | +41.5% | -67.6% | -30.8% |
| 3M | -13.1% | +38.9% | -52.0% | -18.5% |
| 6M | +14.5% | +6.1% | +8.4% | +11.9% |
| YTD | -33.4% | +14.5% | -48.0% | -36.1% |
| 1Y | -40.6% | +46.0% | -86.6% | -45.8% |
| 3Y | -16.3% | +36.4% | -52.7% | -29.7% |
| All | -26.4% | -67.4% | +41.1% | +36.0% |
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