-86.4%
NOWL vs VT
+19.1%
-105.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -6.9% | -2.3% | -4.6% | -4.4% |
| 30D | -54.5% | -5.0% | -49.6% | -52.3% |
| 3M | -41.7% | -4.9% | -36.8% | -38.8% |
| 6M | -13.6% | -1.5% | -12.0% | -10.6% |
| YTD | -76.4% | +8.5% | -84.9% | -78.1% |
| 1Y | -81.9% | +11.4% | -93.3% | -84.0% |
| All | -86.4% | +19.1% | -105.5% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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