-100.0%
FAZ vs VOO
+798.5%
-898.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | +3.0% |
| 7D | -3.3% | +0.1% | -3.4% | -2.1% |
| 30D | -16.7% | -3.3% | -13.4% | -24.4% |
| 3M | -2.9% | -2.4% | -0.5% | -8.9% |
| 6M | -31.9% | +2.6% | -34.5% | -25.6% |
| YTD | -18.6% | +11.3% | -29.9% | +17.8% |
| 1Y | -27.3% | +13.4% | -40.7% | +12.6% |
| 3Y | -82.3% | +80.3% | -162.6% | +50.0% |
| 5Y | -80.8% | +72.7% | -153.5% | +113.9% |
| 10Y | -99.7% | +310.0% | -409.7% | +130.3% |
| All | -100.0% | +798.5% | -898.5% | +257.9% |
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