-79.7%
FAZ vs VOO
+67.9%
-147.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.8% |
| 7D | -4.3% | -2.7% | -1.6% | -10.1% |
| 30D | -17.6% | -5.4% | -12.2% | -28.0% |
| 3M | +2.6% | -4.1% | +6.7% | -6.7% |
| 6M | -26.4% | +0.7% | -27.2% | -24.0% |
| YTD | -14.9% | +8.7% | -23.7% | +10.7% |
| 1Y | -25.5% | +11.0% | -36.5% | +3.1% |
| 3Y | -81.2% | +75.5% | -156.6% | +14.6% |
| All | -79.7% | +67.9% | -147.6% | +69.7% |
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