-22.7%
NGVT vs VOO
+75.1%
-97.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +2.4% |
| 7D | -14.2% | -0.9% | -13.3% | -12.7% |
| 30D | -8.4% | -2.3% | -6.1% | -5.2% |
| 3M | -18.7% | -1.2% | -17.5% | -17.0% |
| 6M | -15.0% | +3.3% | -18.4% | -18.1% |
| YTD | +6.9% | +12.3% | -5.5% | -7.2% |
| 1Y | +27.7% | +12.5% | +15.2% | +10.7% |
| 3Y | +66.7% | +79.2% | -12.5% | -13.3% |
| 5Y | -22.7% | +75.7% | -98.4% | -60.0% |
| All | -22.7% | +75.1% | -97.9% | -60.0% |
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