-12.5%
NMZ vs VOO
+81.6%
-94.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -1.7% | -0.4% | -1.4% | -1.6% |
| 30D | -5.4% | -1.4% | -4.0% | -5.0% |
| 3M | -4.6% | +3.7% | -8.3% | -5.5% |
| 6M | -4.6% | +13.0% | -17.7% | -7.7% |
| YTD | -0.7% | +12.4% | -13.1% | -3.8% |
| 1Y | +0.4% | +18.6% | -18.2% | -4.1% |
| 3Y | +18.5% | +78.1% | -59.5% | +1.0% |
| 5Y | -12.5% | +82.3% | -94.7% | -26.7% |
| All | -12.5% | +81.6% | -94.1% | -26.7% |
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