-93.0%
NOMA vs VT
+11.9%
-104.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.3% | -11.6% | -11.8% |
| 7D | -30.9% | +2.4% | -33.2% | -31.0% |
| 30D | -47.2% | -1.5% | -45.7% | -46.9% |
| 3M | -69.6% | -4.1% | -65.5% | -69.5% |
| 6M | -75.7% | +0.6% | -76.3% | -75.4% |
| YTD | -82.1% | +11.0% | -93.1% | -82.1% |
| 1Y | -86.7% | +13.3% | -100.0% | -87.2% |
| All | -93.0% | +11.9% | -104.9% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling