+18.3%
NOW vs VMC
+21.0%
-2.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | +20.5% | -8.2% | +28.8% | +23.6% |
| 3M | +18.3% | -7.0% | +25.4% | +20.3% |
| 6M | +24.1% | -10.8% | +34.8% | +27.0% |
| YTD | -7.8% | -7.4% | -0.4% | -8.1% |
| 1Y | -21.4% | -9.5% | -11.9% | -21.1% |
| All | +18.3% | +21.0% | -2.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling