-26.4%
NOW vs VMC
+42.5%
-68.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -3.0% | +0.5% | -3.5% | -3.3% |
| 30D | -26.0% | +15.8% | -41.8% | -32.3% |
| 3M | -13.1% | +0.6% | -13.7% | -14.4% |
| 6M | +14.5% | -4.0% | +18.5% | +14.6% |
| YTD | -33.4% | -0.3% | -33.1% | -36.7% |
| 1Y | -40.6% | -0.5% | -40.1% | -43.6% |
| 3Y | -16.3% | +39.6% | -55.9% | -41.4% |
| All | -26.4% | +42.5% | -68.8% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling