-75.1%
NGNE vs VOO
+81.6%
-156.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -1.3% | -0.4% | -0.9% | -0.8% |
| 30D | +3.6% | -1.4% | +5.0% | +5.6% |
| 3M | +31.5% | +3.7% | +27.8% | +24.1% |
| 6M | +60.5% | +13.0% | +47.5% | +34.9% |
| YTD | +83.9% | +12.4% | +71.4% | +55.5% |
| 1Y | +96.8% | +18.6% | +78.2% | +55.3% |
| 3Y | +136.8% | +78.1% | +58.7% | +15.9% |
| 5Y | -75.1% | +82.3% | -157.4% | -87.4% |
| All | -75.1% | +81.6% | -156.7% | -87.4% |
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