-25.7%
NOW vs VRT
+632.1%
-657.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.6% | -8.9% | -0.9% |
| 7D | -3.1% | -10.6% | +7.5% | -1.5% |
| 30D | -27.0% | -17.4% | -9.6% | -25.3% |
| 3M | -17.7% | -26.4% | +8.7% | -14.5% |
| 6M | +12.7% | -41.0% | +53.7% | +19.4% |
| YTD | -32.9% | +23.8% | -56.7% | -43.5% |
| 1Y | -40.4% | +11.6% | -52.0% | -48.6% |
| 3Y | -17.1% | +403.5% | -420.6% | -59.8% |
| 5Y | -25.7% | +647.0% | -672.7% | -66.1% |
| All | -25.7% | +632.1% | -657.8% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling