+116.1%
DFP vs VOO
+477.3%
-361.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +3.3% | -3.3% | +6.6% | +5.0% |
| 3M | -5.0% | -2.4% | -2.6% | -3.9% |
| 6M | -4.2% | +2.6% | -6.8% | -5.6% |
| YTD | -0.7% | +11.3% | -12.0% | -6.3% |
| 1Y | -3.3% | +13.4% | -16.8% | -9.7% |
| 3Y | +47.1% | +80.3% | -33.1% | +6.3% |
| 5Y | -1.8% | +72.7% | -74.5% | -28.2% |
| 10Y | +70.6% | +310.0% | -239.5% | -15.2% |
| All | +116.1% | +477.3% | -361.2% | +5.4% |
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