-12.8%
NDMO vs VT
+110.0%
-122.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.1% | +2.9% | -5.9% | -3.8% |
| 30D | +0.2% | -2.5% | +2.7% | +0.9% |
| 3M | -9.2% | -3.3% | -5.9% | -8.4% |
| 6M | -10.8% | +1.5% | -12.4% | -11.3% |
| YTD | -6.9% | +11.4% | -18.2% | -9.7% |
| 1Y | -12.4% | +11.9% | -24.4% | -15.2% |
| 3Y | +8.6% | +73.9% | -65.3% | -7.3% |
| 5Y | -22.0% | +57.9% | -79.9% | -33.7% |
| All | -12.8% | +110.0% | -122.8% | -27.0% |
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