-11.6%
NZF vs VOO
+74.6%
-86.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -1.8% | +3.3% | -5.0% | -2.6% |
| 30D | +2.7% | -2.7% | +5.4% | +3.4% |
| 3M | -7.9% | -1.7% | -6.2% | -7.5% |
| 6M | -8.1% | +3.1% | -11.2% | -8.9% |
| YTD | -5.6% | +11.9% | -17.5% | -8.5% |
| 1Y | -5.6% | +12.1% | -17.6% | -8.5% |
| 3Y | +27.3% | +78.6% | -51.3% | +8.1% |
| 5Y | -11.6% | +73.8% | -85.4% | -25.4% |
| All | -11.6% | +74.6% | -86.2% | -25.4% |
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