-16.0%
NOW vs VST
+229.5%
-245.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.2% | +0.2% | -5.3% |
| 7D | -6.7% | -19.9% | +13.2% | -4.7% |
| 30D | -25.8% | -29.7% | +3.9% | -23.5% |
| 3M | -12.7% | -19.6% | +6.9% | -11.3% |
| 6M | +11.2% | -29.4% | +40.6% | +13.8% |
| YTD | -33.2% | -29.7% | -3.5% | -32.1% |
| 1Y | -41.8% | -40.0% | -1.8% | -39.5% |
| All | -16.0% | +229.5% | -245.5% | -33.1% |
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