-100.0%
FAZ vs VOO
+777.9%
-877.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +3.0% |
| 7D | -4.3% | -2.7% | -1.6% | -11.4% |
| 30D | -17.6% | -5.4% | -12.2% | -30.2% |
| 3M | +2.6% | -4.1% | +6.7% | -8.8% |
| 6M | -26.4% | +0.7% | -27.2% | -24.2% |
| YTD | -14.9% | +8.7% | -23.7% | +14.4% |
| 1Y | -25.5% | +11.0% | -36.5% | +7.6% |
| 3Y | -81.2% | +75.5% | -156.6% | +46.5% |
| 5Y | -79.9% | +68.4% | -148.3% | +106.7% |
| 10Y | -99.7% | +315.7% | -415.4% | +120.1% |
| All | -100.0% | +777.9% | -877.9% | +247.5% |
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 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