-27.2%
NOW vs VYM
+72.5%
-99.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.7% | +3.3% | -5.0% | -5.3% |
| 30D | -27.4% | +3.8% | -31.1% | -30.6% |
| 3M | -19.4% | -0.4% | -19.0% | -19.4% |
| 6M | +13.1% | +7.1% | +6.0% | +3.9% |
| YTD | -34.3% | +17.1% | -51.4% | -46.7% |
| 1Y | -41.8% | +18.4% | -60.1% | -53.5% |
| 3Y | -20.7% | +74.5% | -95.3% | -63.0% |
| 5Y | -27.2% | +72.5% | -99.7% | -64.5% |
| All | -27.2% | +72.5% | -99.7% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling