-20.4%
NOA price history and return analytics
+371.8%
-392.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +2.7% | +1.0% | +1.7% | +1.5% |
| 30D | -6.2% | -0.2% | -6.0% | -5.9% |
| 3M | -2.4% | +4.5% | -6.9% | -7.7% |
| 6M | -16.3% | +14.1% | -30.3% | -28.4% |
| YTD | -3.6% | +14.8% | -18.4% | -18.3% |
| 1Y | +2.7% | +21.2% | -18.5% | -18.3% |
| 3Y | -40.0% | +76.6% | -116.5% | -69.9% |
| 5Y | +5.3% | +66.6% | -61.3% | -44.6% |
| 10Y | +504.4% | +222.3% | +282.2% | +35.4% |
| All | -20.4% | +371.8% | -392.2% | -91.5% |
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