+28.8%
NOMD vs VT
+232.0%
-203.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +7.9% | -2.6% | +10.5% | +9.5% |
| 3M | +1.2% | -3.2% | +4.5% | +3.0% |
| 6M | +30.9% | +0.9% | +30.0% | +29.6% |
| YTD | +0.1% | +11.3% | -11.2% | -6.7% |
| 1Y | +4.8% | +14.0% | -9.2% | -3.8% |
| 3Y | -16.8% | +75.8% | -92.6% | -42.2% |
| 5Y | -47.1% | +57.8% | -104.9% | -61.1% |
| 10Y | +15.3% | +219.8% | -204.5% | -47.7% |
| All | +28.8% | +232.0% | -203.2% | -44.5% |
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 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