-40.3%
NPCE vs VOO
+99.5%
-139.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +8.8% | +0.1% | +8.7% | +8.7% |
| 3M | -8.7% | +2.0% | -10.7% | -10.4% |
| 6M | +6.8% | +13.0% | -6.2% | -4.9% |
| YTD | -3.5% | +13.6% | -17.1% | -14.5% |
| 1Y | +55.0% | +20.1% | +35.0% | +31.2% |
| 3Y | +66.9% | +77.6% | -10.7% | +3.4% |
| 5Y | -37.3% | +82.4% | -119.8% | -62.3% |
| All | -40.3% | +99.5% | -139.8% | -65.9% |
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