-26.4%
FAZ vs VOO
+1.5%
-28.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.4% |
| 7D | -4.3% | -2.7% | -1.6% | -7.3% |
| 30D | -17.6% | -5.4% | -12.2% | -22.3% |
| 3M | +2.6% | -4.1% | +6.7% | -1.6% |
| 6M | -26.4% | +0.7% | -27.2% | -24.0% |
| All | -26.4% | +1.5% | -28.0% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling