+499.2%
NOW vs VUG
+391.5%
+107.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.5% |
| 7D | -3.0% | -3.4% | +0.4% | +1.2% |
| 30D | -26.0% | -11.1% | -14.9% | -14.2% |
| 3M | -13.1% | -7.2% | -5.9% | -4.3% |
| 6M | +14.5% | -4.1% | +18.6% | +20.2% |
| YTD | -33.4% | +1.4% | -34.8% | -35.1% |
| 1Y | -40.6% | +1.9% | -42.5% | -42.6% |
| 3Y | -16.3% | +77.7% | -94.1% | -61.0% |
| 5Y | -26.3% | +57.6% | -83.9% | -58.2% |
| All | +499.2% | +391.5% | +107.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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