-7.0%
NCDL vs VOO
+61.4%
-68.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | -3.3% | -1.4% | -1.9% | -2.6% |
| 3M | -2.4% | +3.7% | -6.1% | -4.1% |
| 6M | -2.7% | +13.0% | -15.7% | -8.4% |
| YTD | -2.8% | +12.4% | -15.2% | -8.2% |
| 1Y | -12.2% | +18.6% | -30.8% | -19.1% |
| All | -7.0% | +61.4% | -68.4% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling