-8.7%
NDMO vs VT
+113.2%
-121.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -3.6% | -2.0% | -1.6% | -3.1% |
| 30D | -4.8% | -1.4% | -3.3% | -4.4% |
| 3M | -7.9% | +4.7% | -12.6% | -9.1% |
| 6M | -6.0% | +11.4% | -17.3% | -8.8% |
| YTD | -2.5% | +13.1% | -15.6% | -5.8% |
| 1Y | -5.7% | +19.0% | -24.7% | -10.1% |
| 3Y | +8.5% | +73.9% | -65.5% | -7.4% |
| 5Y | -20.2% | +65.4% | -85.5% | -32.5% |
| All | -8.7% | +113.2% | -121.9% | -23.8% |
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