+114.9%
NAMS vs VOO
+112.0%
+2.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -10.2% | -0.8% | -9.5% | -9.8% |
| 30D | -18.1% | -1.1% | -17.0% | -17.6% |
| 3M | -24.7% | +3.9% | -28.5% | -26.1% |
| 6M | -27.3% | +13.6% | -40.9% | -31.7% |
| YTD | -35.0% | +12.7% | -47.7% | -38.7% |
| 1Y | -14.3% | +17.6% | -31.9% | -20.7% |
| 3Y | +128.2% | +77.3% | +50.9% | +87.5% |
| 5Y | +131.9% | +84.1% | +47.8% | +89.7% |
| All | +114.9% | +112.0% | +2.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling