+514.0%
NOW vs VMC
+125.2%
+388.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | +0.3% | -1.3% | +1.5% | +0.7% |
| 30D | -27.0% | +15.5% | -42.4% | -31.3% |
| 3M | -19.6% | +0.6% | -20.2% | -20.6% |
| 6M | +17.5% | +2.1% | +15.4% | +14.7% |
| YTD | -33.3% | -1.6% | -31.7% | -34.8% |
| 1Y | -39.8% | -1.2% | -38.7% | -41.4% |
| 3Y | -19.9% | +35.3% | -55.2% | -31.9% |
| 5Y | -26.1% | +43.6% | -69.7% | -39.2% |
| All | +514.0% | +125.2% | +388.7% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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