+328.1%
NFJ vs VOO
+817.1%
-489.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | +6.1% | +2.0% | +4.1% | +4.3% |
| 6M | +23.0% | +13.0% | +10.0% | +10.8% |
| YTD | +27.2% | +13.6% | +13.6% | +14.1% |
| 1Y | +31.5% | +20.1% | +11.4% | +12.5% |
| 3Y | +65.2% | +77.6% | -12.4% | +0.2% |
| 5Y | +51.8% | +82.4% | -30.6% | -10.1% |
| 10Y | +172.3% | +316.8% | -144.6% | -17.6% |
| All | +328.1% | +817.1% | -489.0% | -28.1% |
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