+210.8%
BFOR vs VOO
+306.9%
-96.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.4% |
| 30D | -1.6% | -3.6% | +2.1% | +2.2% |
| 3M | -4.5% | -2.7% | -1.8% | -1.9% |
| 6M | +3.4% | +2.2% | +1.2% | +0.9% |
| YTD | +12.5% | +10.9% | +1.6% | +1.0% |
| 1Y | +15.4% | +11.3% | +4.1% | +3.2% |
| 3Y | +71.3% | +76.9% | -5.6% | -4.8% |
| 5Y | +50.3% | +73.5% | -23.2% | -14.7% |
| 10Y | +210.8% | +307.7% | -96.9% | -28.2% |
| All | +210.8% | +306.9% | -96.1% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling