-27.2%
NOW vs VSH
+46.9%
-74.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.3% |
| 7D | -1.7% | +26.2% | -27.9% | -5.7% |
| 30D | -27.4% | -12.5% | -14.9% | -26.2% |
| 3M | -19.4% | -16.9% | -2.5% | -18.1% |
| 6M | +13.1% | -17.0% | +30.1% | +7.0% |
| YTD | -34.3% | +93.8% | -128.1% | -54.5% |
| 1Y | -41.8% | +99.3% | -141.1% | -60.2% |
| 3Y | -20.7% | +35.0% | -55.7% | -41.6% |
| 5Y | -27.2% | +45.8% | -73.0% | -54.2% |
| All | -27.2% | +46.9% | -74.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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