-95.8%
CALC vs VOO
+82.0%
-177.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.3% | -10.8% | -10.0% |
| 7D | -7.8% | -0.9% | -6.9% | -7.6% |
| 30D | +2.9% | -2.3% | +5.3% | +3.8% |
| 3M | -62.3% | -1.2% | -61.1% | -62.1% |
| 6M | -58.0% | +3.3% | -61.4% | -58.4% |
| YTD | -96.2% | +12.3% | -108.6% | -96.4% |
| 1Y | -92.3% | +12.5% | -104.8% | -92.6% |
| 3Y | -92.6% | +79.2% | -171.8% | -94.6% |
| All | -95.8% | +82.0% | -177.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling