-57.6%
EFZ vs VOO
+311.2%
-368.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.4% |
| 7D | -1.2% | +3.3% | -4.5% | +1.4% |
| 30D | -0.3% | -2.7% | +2.4% | -2.1% |
| 3M | +5.6% | -1.7% | +7.4% | +4.6% |
| 6M | -0.5% | +3.1% | -3.7% | +2.7% |
| YTD | -6.8% | +11.9% | -18.8% | +3.4% |
| 1Y | -7.3% | +12.1% | -19.3% | +3.2% |
| 3Y | -30.7% | +78.6% | -109.3% | +15.2% |
| 5Y | -22.5% | +73.8% | -96.3% | +33.3% |
| All | -57.6% | +311.2% | -368.8% | +71.0% |
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