-83.0%
NOMA vs VT
+14.9%
-97.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -3.5% | -0.1% | -3.3% | -3.5% |
| 30D | -38.1% | -0.7% | -37.4% | -38.1% |
| 3M | -42.1% | +4.0% | -46.1% | -41.6% |
| 6M | -61.8% | +12.3% | -74.1% | -60.3% |
| YTD | -56.5% | +14.0% | -70.5% | -56.6% |
| All | -83.0% | +14.9% | -97.9% | -83.5% |
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