-10.5%
NSYS vs VOO
+81.4%
-91.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +0.2% | -0.4% | +0.5% | +0.3% |
| 30D | -21.2% | -1.4% | -19.9% | -21.0% |
| 3M | -32.1% | +3.7% | -35.8% | -32.6% |
| 6M | +24.8% | +13.0% | +11.7% | +21.4% |
| YTD | +55.2% | +12.4% | +42.7% | +51.2% |
| 1Y | +24.0% | +18.6% | +5.4% | +19.7% |
| 3Y | +20.0% | +78.1% | -58.1% | +6.8% |
| All | -10.5% | +81.4% | -91.9% | -21.9% |
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 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