+69.4%
NMAD vs VOO
+77.4%
-8.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.2% |
| 7D | -12.2% | -0.8% | -11.4% | -11.7% |
| 30D | -9.9% | -1.1% | -8.9% | -9.3% |
| 3M | -51.2% | +3.9% | -55.1% | -52.5% |
| 6M | +14.2% | +13.6% | +0.6% | +4.7% |
| YTD | -9.9% | +12.7% | -22.6% | -16.7% |
| 1Y | -32.8% | +17.6% | -50.4% | -39.6% |
| 3Y | +69.4% | +77.3% | -7.9% | +8.6% |
| All | +69.4% | +77.4% | -8.0% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling