+2,771.1%
NOW vs VFC
-39.1%
+2,810.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -3.6% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | +20.5% | -11.6% | +32.1% | +24.1% |
| 3M | +18.3% | -18.1% | +36.4% | +23.1% |
| 6M | +24.1% | -27.4% | +51.4% | +32.4% |
| YTD | -7.8% | -24.8% | +17.0% | -2.9% |
| 1Y | -21.4% | -8.2% | -13.2% | -22.3% |
| 3Y | +19.5% | -29.1% | +48.6% | +12.0% |
| 5Y | +4.1% | -79.2% | +83.2% | +52.6% |
| 10Y | +826.4% | -68.1% | +894.5% | +912.4% |
| All | +2,771.1% | -39.1% | +2,810.3% | +2,487.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling