+19.5%
NG vs VOO
+817.1%
-797.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | +17.1% | +0.1% | +17.1% | +17.2% |
| 3M | -1.5% | +2.0% | -3.5% | -2.2% |
| 6M | -36.4% | +13.0% | -49.4% | -40.2% |
| YTD | -13.4% | +13.6% | -27.0% | -18.6% |
| 1Y | +19.6% | +20.1% | -0.5% | +9.2% |
| 3Y | +93.1% | +77.6% | +15.5% | +44.2% |
| 5Y | +10.2% | +82.4% | -72.2% | -19.3% |
| 10Y | +43.6% | +316.8% | -273.2% | -28.5% |
| All | +19.5% | +817.1% | -797.6% | -70.8% |
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 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