-10.7%
NOW vs VST
+251.1%
-261.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.8% | +13.5% | +1.0% |
| 7D | -27.5% | -15.7% | -11.8% | -26.4% |
| 30D | -20.0% | -17.0% | -3.1% | -18.9% |
| 3M | -7.9% | -15.9% | +8.0% | -6.8% |
| 6M | +18.3% | -25.0% | +43.3% | +20.3% |
| YTD | -29.0% | -25.1% | -3.9% | -28.3% |
| 1Y | -38.7% | -34.9% | -3.8% | -36.9% |
| All | -10.7% | +251.1% | -261.8% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling