+789.1%
NOW vs VYM
+209.2%
+579.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.4% |
| 7D | -6.2% | -0.8% | -5.4% | -5.4% |
| 30D | +6.1% | -2.2% | +8.3% | +8.5% |
| 3M | +28.6% | +3.1% | +25.5% | +24.7% |
| 6M | +14.6% | +9.7% | +4.9% | +3.9% |
| YTD | -13.5% | +14.9% | -28.4% | -25.6% |
| 1Y | -29.4% | +17.6% | -46.9% | -40.8% |
| 3Y | +9.4% | +65.3% | -55.9% | -35.4% |
| 5Y | +2.3% | +78.7% | -76.5% | -42.7% |
| All | +789.1% | +209.2% | +579.9% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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