-15.4%
NMCO vs VT
+65.7%
-81.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -5.2% | -1.1% | -4.1% | -4.9% |
| 30D | -7.5% | -1.0% | -6.5% | -7.2% |
| 3M | -8.4% | +3.2% | -11.5% | -9.2% |
| 6M | -6.2% | +12.5% | -18.6% | -9.2% |
| YTD | -0.5% | +14.1% | -14.5% | -4.1% |
| 1Y | -3.5% | +18.9% | -22.5% | -8.1% |
| 3Y | +8.8% | +74.1% | -65.3% | -6.9% |
| All | -15.4% | +65.7% | -81.1% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling