+18.3%
NOW vs VUG
+86.3%
-68.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.5% |
| 7D | -2.4% | -0.1% | -2.3% | -2.2% |
| 30D | +20.5% | -0.3% | +20.8% | +21.1% |
| 3M | +18.3% | -0.7% | +19.0% | +19.1% |
| 6M | +24.1% | +14.6% | +9.4% | +7.4% |
| YTD | -7.8% | +9.0% | -16.8% | -15.5% |
| 1Y | -21.4% | +14.9% | -36.3% | -32.4% |
| All | +18.3% | +86.3% | -68.1% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling