-34.3%
AWAY vs VOO
+80.3%
-114.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -6.9% | -2.0% | -4.9% | -4.7% |
| 30D | -12.5% | -1.7% | -10.8% | -10.8% |
| 3M | +4.9% | +4.7% | +0.1% | -0.5% |
| 6M | +4.8% | +12.6% | -7.7% | -8.3% |
| YTD | -14.7% | +11.8% | -26.4% | -24.7% |
| 1Y | -19.7% | +17.5% | -37.3% | -33.2% |
| 3Y | +1.4% | +77.0% | -75.6% | -47.5% |
| 5Y | -34.3% | +82.6% | -116.9% | -65.9% |
| All | -34.3% | +80.3% | -114.6% | -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 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