+584.9%
NOW vs VST
+929.5%
-344.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.8% | +13.5% | +2.1% |
| 7D | -27.5% | -15.7% | -11.8% | -25.4% |
| 30D | -20.0% | -17.0% | -3.1% | -17.8% |
| 3M | -7.9% | -15.9% | +8.0% | -5.9% |
| 6M | +18.3% | -25.0% | +43.3% | +22.1% |
| YTD | -29.0% | -25.1% | -3.9% | -27.6% |
| 1Y | -38.7% | -34.9% | -3.8% | -35.8% |
| 3Y | -10.3% | +252.7% | -263.0% | -44.4% |
| 5Y | -22.5% | +582.3% | -604.8% | -59.8% |
| 10Y | +553.8% | +1,076.6% | -522.8% | +202.1% |
| All | +584.9% | +929.5% | -344.6% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling