+121.9%
DFP vs VOO
+489.3%
-367.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.1% | +0.1% | -2.1% | -2.1% |
| 3M | +1.0% | +2.0% | -1.0% | -0.1% |
| 6M | -2.4% | +13.0% | -15.4% | -8.5% |
| YTD | +2.0% | +13.6% | -11.6% | -4.7% |
| 1Y | +2.9% | +20.1% | -17.2% | -6.7% |
| 3Y | +41.9% | +77.6% | -35.6% | +3.5% |
| 5Y | +0.2% | +82.4% | -82.3% | -28.9% |
| 10Y | +68.3% | +316.8% | -248.6% | -17.2% |
| All | +121.9% | +489.3% | -367.3% | +7.2% |
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