+36.2%
CAPE vs VOO
+78.8%
-42.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -1.6% | -1.4% | -0.2% | -0.4% |
| 3M | -0.1% | +3.7% | -3.8% | -3.3% |
| 6M | +0.2% | +13.0% | -12.9% | -10.2% |
| YTD | +0.9% | +12.4% | -11.6% | -9.2% |
| 1Y | +0.8% | +18.6% | -17.8% | -13.7% |
| 3Y | +37.1% | +78.1% | -40.9% | -21.3% |
| All | +36.2% | +78.8% | -42.6% | -23.0% |
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