-76.8%
NCNO vs VT
+135.6%
-212.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.1% |
| 7D | -8.1% | -1.1% | -7.0% | -6.6% |
| 30D | +11.8% | -1.0% | +12.8% | +13.6% |
| 3M | +44.2% | +3.2% | +41.0% | +37.2% |
| 6M | +34.7% | +12.5% | +22.2% | +11.9% |
| YTD | -17.1% | +14.1% | -31.2% | -32.6% |
| 1Y | -30.2% | +18.9% | -49.1% | -46.8% |
| 3Y | -32.6% | +74.1% | -106.6% | -72.0% |
| 5Y | -71.4% | +66.9% | -138.2% | -87.0% |
| All | -76.8% | +135.6% | -212.4% | -89.4% |
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