-98.1%
NNDM vs VT
+214.8%
-312.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -0.2% |
| 7D | -9.7% | -4.2% | -5.5% | -5.2% |
| 30D | -20.1% | -5.8% | -14.3% | -14.3% |
| 3M | -19.6% | -5.2% | -14.3% | -14.4% |
| 6M | -33.9% | +0.1% | -34.1% | -34.6% |
| YTD | -18.5% | +8.2% | -26.7% | -26.1% |
| 1Y | -20.6% | +10.1% | -30.7% | -29.2% |
| 3Y | -51.2% | +69.7% | -120.8% | -73.5% |
| 5Y | -78.4% | +53.4% | -131.7% | -86.5% |
| All | -98.1% | +214.8% | -312.9% | -99.3% |
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 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