-42.0%
NMAD vs VOO
+3.3%
-45.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -3.7% |
| 7D | -6.0% | +0.5% | -6.5% | -6.8% |
| 30D | +7.1% | -0.9% | +8.0% | +8.3% |
| 3M | -42.0% | +3.9% | -45.9% | -46.4% |
| All | -42.0% | +3.3% | -45.3% | -46.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling