+52.7%
FAX vs VOO
+807.8%
-755.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | +0.3% | -1.4% | +1.7% | +0.9% |
| 3M | +5.2% | +3.7% | +1.5% | +3.5% |
| 6M | +3.8% | +13.0% | -9.2% | -1.6% |
| YTD | +3.3% | +12.4% | -9.1% | -1.9% |
| 1Y | -0.3% | +18.6% | -18.9% | -7.5% |
| 3Y | +36.2% | +78.1% | -41.9% | +5.0% |
| 5Y | +2.9% | +82.3% | -79.3% | -22.3% |
| 10Y | +32.9% | +322.5% | -289.6% | -31.3% |
| All | +52.7% | +807.8% | -755.2% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling