-56.2%
CRSP vs VOO
+82.8%
-139.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -2.4% |
| 7D | -7.3% | -0.8% | -6.5% | -6.2% |
| 30D | -4.2% | -1.1% | -3.1% | -2.5% |
| 3M | +3.0% | +3.9% | -0.9% | -2.9% |
| 6M | +3.6% | +13.6% | -10.0% | -14.5% |
| YTD | -1.4% | +12.7% | -14.1% | -17.3% |
| 1Y | -7.5% | +17.6% | -25.0% | -27.2% |
| 3Y | +1.3% | +77.3% | -76.0% | -57.0% |
| All | -56.2% | +82.8% | -139.0% | -81.5% |
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