-84.4%
NOWL vs VT
+23.8%
-108.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.0% |
| 7D | -54.8% | -0.3% | -54.5% | -54.6% |
| 30D | -46.4% | -1.4% | -45.0% | -45.8% |
| 3M | -34.0% | -1.4% | -32.6% | -33.2% |
| 6M | -7.4% | +5.5% | -12.9% | -10.7% |
| YTD | -72.9% | +12.8% | -85.7% | -75.8% |
| 1Y | -80.9% | +15.4% | -96.3% | -83.6% |
| All | -84.4% | +23.8% | -108.3% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling