+514.0%
NOW vs VYM
+205.6%
+308.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.3% | +3.7% | -3.4% | -3.3% |
| 30D | -27.0% | +3.7% | -30.6% | -29.7% |
| 3M | -19.6% | -0.7% | -18.9% | -19.4% |
| 6M | +17.5% | +7.2% | +10.2% | +9.2% |
| YTD | -33.3% | +16.9% | -50.2% | -43.8% |
| 1Y | -39.8% | +19.6% | -59.4% | -50.6% |
| 3Y | -19.9% | +74.6% | -94.5% | -55.3% |
| 5Y | -26.1% | +72.3% | -98.4% | -57.3% |
| All | +514.0% | +205.6% | +308.3% | +65.9% |
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