-11.4%
NOAH vs VOO
+736.4%
-747.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.7% |
| 30D | -5.6% | -0.9% | -4.6% | -4.6% |
| 3M | -5.8% | +3.9% | -9.7% | -10.0% |
| 6M | -17.0% | +14.5% | -31.5% | -28.9% |
| YTD | -4.6% | +13.0% | -17.5% | -16.9% |
| 1Y | -19.4% | +19.4% | -38.8% | -34.0% |
| 3Y | -1.4% | +78.9% | -80.2% | -48.7% |
| 5Y | -66.4% | +82.3% | -148.7% | -82.6% |
| 10Y | -49.3% | +314.2% | -363.5% | -89.8% |
| All | -11.4% | +736.4% | -747.8% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling