+33.8%
NGEN vs VOO
+81.6%
-47.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.5% |
| 7D | -8.6% | -0.4% | -8.2% | -8.4% |
| 30D | +25.3% | -1.4% | +26.7% | +26.3% |
| 3M | +17.7% | +3.7% | +14.0% | +15.3% |
| 6M | -48.7% | +13.0% | -61.7% | -51.9% |
| YTD | -62.0% | +12.4% | -74.4% | -64.2% |
| 1Y | -20.5% | +18.6% | -39.1% | -26.8% |
| 3Y | +46.9% | +78.1% | -31.2% | +15.8% |
| 5Y | +33.8% | +82.3% | -48.5% | +2.8% |
| All | +33.8% | +81.6% | -47.8% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling