+789.1%
NOW vs VWO
+117.1%
+672.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.4% |
| 7D | -6.2% | -1.8% | -4.4% | -4.7% |
| 30D | +6.1% | -0.1% | +6.2% | +6.1% |
| 3M | +28.6% | +2.2% | +26.3% | +25.2% |
| 6M | +14.6% | +8.8% | +5.9% | +4.8% |
| YTD | -13.5% | +12.4% | -25.9% | -24.0% |
| 1Y | -29.4% | +15.6% | -45.0% | -39.7% |
| 3Y | +9.4% | +62.5% | -53.2% | -33.5% |
| 5Y | +2.3% | +34.3% | -32.0% | -24.6% |
| All | +789.1% | +117.1% | +672.0% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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