+789.2%
NOW vs VST
+1,175.7%
-386.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.6% |
| 7D | -2.4% | +8.9% | -11.3% | -4.0% |
| 30D | +20.5% | +6.2% | +14.3% | +19.0% |
| 3M | +18.3% | -2.7% | +21.1% | +17.7% |
| 6M | +24.1% | -8.4% | +32.4% | +23.8% |
| YTD | -7.8% | -7.2% | -0.6% | -8.8% |
| 1Y | -21.4% | -20.9% | -0.5% | -20.3% |
| 3Y | +19.5% | +384.0% | -364.5% | -30.2% |
| 5Y | +4.1% | +757.1% | -753.0% | -48.0% |
| All | +789.2% | +1,175.7% | -386.5% | +303.9% |
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