-18.5%
NPV vs VOO
+75.1%
-93.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +5.1% | -2.3% | +7.4% | +5.4% |
| 3M | -8.8% | -1.2% | -7.6% | -8.6% |
| 6M | -11.7% | +3.3% | -15.0% | -12.2% |
| YTD | -6.0% | +12.3% | -18.3% | -7.9% |
| 1Y | -8.0% | +12.5% | -20.5% | -9.9% |
| 3Y | +22.2% | +79.2% | -56.9% | +9.1% |
| 5Y | -18.5% | +75.7% | -94.2% | -28.4% |
| All | -18.5% | +75.1% | -93.6% | -28.4% |
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