-11.3%
NMCO vs VT
+136.8%
-148.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -3.0% | +2.4% | -5.4% | -3.9% |
| 30D | +1.5% | -1.5% | +3.0% | +2.0% |
| 3M | -15.8% | -4.1% | -11.7% | -14.4% |
| 6M | -15.7% | +0.6% | -16.2% | -16.0% |
| YTD | -8.5% | +11.0% | -19.5% | -12.5% |
| 1Y | -13.0% | +13.3% | -26.4% | -17.5% |
| 3Y | +15.9% | +73.4% | -57.5% | -8.9% |
| 5Y | -22.1% | +57.4% | -79.6% | -36.3% |
| All | -11.3% | +136.8% | -148.1% | -47.1% |
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