-53.0%
EGAN vs VOO
+82.8%
-135.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.4% |
| 7D | -9.9% | -0.8% | -9.2% | -9.1% |
| 30D | -27.8% | -1.1% | -26.8% | -26.9% |
| 3M | -29.8% | +3.9% | -33.7% | -32.5% |
| 6M | -44.0% | +13.6% | -57.7% | -51.1% |
| YTD | -48.9% | +12.7% | -61.6% | -54.9% |
| 1Y | -35.0% | +17.6% | -52.6% | -44.5% |
| 3Y | -15.7% | +77.3% | -93.0% | -51.5% |
| All | -53.0% | +82.8% | -135.9% | -74.8% |
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