+790.0%
NOW vs VIG
+240.3%
+549.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.0% |
| 7D | -6.1% | -0.4% | -5.7% | -5.5% |
| 30D | +7.5% | -2.1% | +9.6% | +10.5% |
| 3M | +17.5% | +3.3% | +14.2% | +12.6% |
| 6M | +7.9% | +9.3% | -1.3% | -4.0% |
| YTD | -12.4% | +10.1% | -22.5% | -23.2% |
| 1Y | -28.6% | +14.7% | -43.3% | -40.7% |
| 3Y | +11.8% | +56.9% | -45.1% | -37.9% |
| 5Y | +2.6% | +62.9% | -60.3% | -43.6% |
| 10Y | +790.0% | +241.3% | +548.7% | +90.1% |
| All | +790.0% | +240.3% | +549.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling