+506.3%
NOW vs VUG
+390.7%
+115.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.1% |
| 7D | -8.7% | -1.2% | -7.6% | -7.5% |
| 30D | -29.3% | -8.9% | -20.4% | -20.4% |
| 3M | -21.8% | -5.9% | -15.9% | -15.5% |
| 6M | +9.2% | -3.3% | +12.5% | +13.4% |
| YTD | -35.0% | +3.4% | -38.4% | -38.2% |
| 1Y | -42.5% | +1.9% | -44.4% | -44.4% |
| 3Y | -21.5% | +76.9% | -98.5% | -63.2% |
| 5Y | -25.8% | +63.9% | -89.6% | -59.9% |
| 10Y | +506.3% | +396.2% | +110.1% | -41.6% |
| All | +506.3% | +390.7% | +115.7% | -41.6% |
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