-87.1%
NOWL vs VT
+21.6%
-108.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.0% |
| 7D | -17.6% | -0.1% | -17.5% | -17.1% |
| 30D | -58.3% | -3.1% | -55.3% | -57.0% |
| 3M | -52.6% | -3.5% | -49.1% | -51.0% |
| 6M | -21.1% | +0.5% | -21.5% | -19.7% |
| YTD | -77.5% | +10.8% | -88.3% | -79.5% |
| 1Y | -83.2% | +11.9% | -95.1% | -85.0% |
| All | -87.1% | +21.6% | -108.7% | -90.0% |
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