-86.3%
NOWL vs VT
+18.8%
-105.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -8.2% |
| 7D | -14.1% | -4.2% | -9.9% | -10.4% |
| 30D | -54.1% | -5.8% | -48.3% | -51.5% |
| 3M | -40.7% | -5.2% | -35.5% | -37.6% |
| 6M | -18.4% | +0.1% | -18.5% | -17.1% |
| YTD | -76.1% | +8.2% | -84.4% | -77.8% |
| 1Y | -82.9% | +10.1% | -93.0% | -84.5% |
| All | -86.3% | +18.8% | -105.1% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling