+565.6%
NGL vs VOO
+72.6%
+493.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.0% |
| 7D | +1.1% | +2.6% | -1.5% | -0.9% |
| 30D | +2.6% | -2.0% | +4.6% | +4.2% |
| 3M | -11.6% | -2.8% | -8.9% | -9.8% |
| 6M | -10.1% | +2.2% | -12.2% | -11.9% |
| YTD | +51.1% | +11.5% | +39.6% | +37.7% |
| 1Y | +55.3% | +13.5% | +41.8% | +39.3% |
| 3Y | +284.5% | +78.1% | +206.4% | +142.6% |
| All | +565.6% | +72.6% | +493.1% | +355.1% |
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 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