+506.3%
NOW vs VST
+1,174.0%
-667.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -2.7% |
| 7D | -8.7% | -6.0% | -2.7% | -8.0% |
| 30D | -29.3% | -18.8% | -10.5% | -27.0% |
| 3M | -21.8% | -8.0% | -13.8% | -21.5% |
| 6M | +9.2% | -10.9% | +20.2% | +9.0% |
| YTD | -35.0% | -18.3% | -16.6% | -34.8% |
| 1Y | -42.5% | -29.9% | -12.6% | -40.6% |
| 3Y | -21.5% | +290.3% | -311.8% | -52.6% |
| 5Y | -25.8% | +635.3% | -661.1% | -62.3% |
| 10Y | +506.3% | +1,162.4% | -656.0% | +167.5% |
| All | +506.3% | +1,174.0% | -667.7% | +167.5% |
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