+2,771.1%
NOW vs VMC
+650.3%
+2,120.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -2.4% | -4.3% | +1.9% | -0.8% |
| 30D | +20.5% | -8.2% | +28.8% | +24.4% |
| 3M | +18.3% | -7.0% | +25.4% | +20.9% |
| 6M | +24.1% | -10.8% | +34.8% | +27.8% |
| YTD | -7.8% | -7.4% | -0.4% | -7.1% |
| 1Y | -21.4% | -9.5% | -11.9% | -20.3% |
| 3Y | +19.5% | +20.5% | -0.9% | +6.8% |
| 5Y | +4.1% | +51.6% | -47.5% | -14.7% |
| 10Y | +826.4% | +150.0% | +676.4% | +479.3% |
| All | +2,771.1% | +650.3% | +2,120.8% | +1,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling