-11.0%
NDMO vs VT
+108.9%
-119.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +3.2% | -3.1% | +6.2% | +4.0% |
| 3M | -7.3% | -3.5% | -3.8% | -6.4% |
| 6M | -9.3% | +0.5% | -9.8% | -9.5% |
| YTD | -4.9% | +10.8% | -15.7% | -7.6% |
| 1Y | -9.6% | +11.9% | -21.5% | -12.4% |
| 3Y | +10.9% | +73.0% | -62.1% | -5.2% |
| 5Y | -20.4% | +58.6% | -79.0% | -32.2% |
| All | -11.0% | +108.9% | -119.8% | -25.3% |
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