-49.1%
NOAH vs VOO
+325.3%
-374.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.3% |
| 7D | -3.4% | -0.8% | -2.7% | -2.7% |
| 30D | -5.0% | -1.1% | -3.9% | -4.0% |
| 3M | -7.0% | +3.9% | -10.9% | -10.9% |
| 6M | -20.1% | +13.6% | -33.8% | -30.5% |
| YTD | -6.3% | +12.7% | -19.0% | -17.7% |
| 1Y | -21.5% | +17.6% | -39.1% | -34.1% |
| 3Y | -1.0% | +77.3% | -78.3% | -46.4% |
| 5Y | -67.0% | +84.1% | -151.1% | -82.6% |
| All | -49.1% | +325.3% | -374.4% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling