-100.0%
DFSC vs VOO
+114.8%
-214.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.1% |
| 7D | -20.9% | +2.6% | -23.5% | -26.0% |
| 30D | -42.0% | -2.0% | -40.0% | -39.0% |
| 3M | -81.2% | -2.8% | -78.4% | -79.6% |
| 6M | -91.0% | +2.2% | -93.2% | -91.3% |
| YTD | -74.4% | +11.5% | -85.9% | -79.8% |
| 1Y | -85.6% | +13.5% | -99.1% | -89.2% |
| 3Y | -99.8% | +78.1% | -177.9% | -99.8% |
| 5Y | -100.0% | +73.1% | -173.1% | -100.0% |
| All | -100.0% | +114.8% | -214.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling