+85.6%
ES vs VOO
+317.9%
-232.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -1.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +5.7% | -3.3% | +9.0% | +7.4% |
| 3M | -2.8% | -2.4% | -0.4% | -1.8% |
| 6M | +7.0% | +2.6% | +4.4% | +4.8% |
| YTD | +6.8% | +11.3% | -4.5% | -0.4% |
| 1Y | -0.5% | +13.4% | -13.9% | -8.3% |
| 3Y | +47.2% | +80.3% | -33.1% | +0.7% |
| 5Y | +2.3% | +72.7% | -70.4% | -29.1% |
| 10Y | +85.6% | +310.0% | -224.4% | -28.5% |
| All | +85.6% | +317.9% | -232.2% | -28.5% |
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