+172.4%
NOW vs VRT
+1,856.9%
-1,684.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | +0.1% | -2.5% |
| 7D | -8.7% | -17.7% | +8.9% | -5.7% |
| 30D | -29.3% | -20.0% | -9.3% | -27.0% |
| 3M | -21.8% | -28.1% | +6.2% | -18.2% |
| 6M | +9.2% | -42.8% | +52.1% | +17.0% |
| YTD | -35.0% | +20.0% | -54.9% | -44.7% |
| 1Y | -42.5% | +3.5% | -46.0% | -49.4% |
| 3Y | -21.5% | +366.1% | -387.6% | -60.0% |
| 5Y | -25.8% | +632.2% | -657.9% | -71.1% |
| All | +172.4% | +1,856.9% | -1,684.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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