+501.5%
NOW vs VST
+996.4%
-494.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.2% | +0.2% | -4.8% |
| 7D | -6.7% | -19.9% | +13.2% | -3.1% |
| 30D | -25.8% | -29.7% | +3.9% | -21.4% |
| 3M | -12.7% | -19.6% | +6.9% | -10.0% |
| 6M | +11.2% | -29.4% | +40.6% | +16.1% |
| YTD | -33.2% | -29.7% | -3.5% | -31.1% |
| 1Y | -41.8% | -40.0% | -1.8% | -38.1% |
| 3Y | -15.7% | +231.0% | -246.6% | -47.3% |
| 5Y | -26.0% | +500.1% | -526.1% | -60.9% |
| All | +501.5% | +996.4% | -494.9% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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