-67.8%
NOWL vs VT
+26.6%
-94.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | -5.9% | +0.4% | -6.3% | -6.1% |
| 30D | +39.0% | +1.0% | +38.0% | +38.3% |
| 3M | +21.7% | +2.4% | +19.3% | +21.2% |
| 6M | +10.0% | +12.0% | -2.0% | +2.0% |
| YTD | -44.0% | +15.3% | -59.3% | -50.8% |
| 1Y | -62.2% | +22.6% | -84.8% | -70.2% |
| All | -67.8% | +26.6% | -94.4% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling