-8.6%
NDMO price history and return analytics
+115.1%
-123.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -4.9% | -1.0% | -3.9% | -4.6% |
| 3M | -7.7% | +3.2% | -10.9% | -8.5% |
| 6M | -5.9% | +12.5% | -18.4% | -8.9% |
| YTD | -2.4% | +14.1% | -16.5% | -5.9% |
| 1Y | -5.8% | +18.9% | -24.7% | -10.2% |
| 3Y | +8.6% | +74.1% | -65.5% | -7.3% |
| 5Y | -20.1% | +66.9% | -86.9% | -32.6% |
| All | -8.6% | +115.1% | -123.7% | -23.9% |
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