-55.3%
FAC vs VOO
+26.4%
-81.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.8% | +3.9% |
| 7D | +7.7% | +0.1% | +7.6% | +8.0% |
| 30D | -13.0% | -3.3% | -9.7% | -11.9% |
| 3M | -24.6% | -2.4% | -22.2% | -24.0% |
| 6M | -56.9% | +2.6% | -59.5% | -55.7% |
| YTD | -56.6% | +11.3% | -67.9% | -55.5% |
| 1Y | -55.9% | +13.4% | -69.3% | -54.8% |
| All | -55.3% | +26.4% | -81.7% | -54.2% |
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