-100.0%
FAZ vs VOO
+817.1%
-917.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +1.1% |
| 7D | -0.2% | +0.1% | -0.3% | +0.4% |
| 30D | +0.1% | +0.1% | 0.0% | +0.4% |
| 3M | -27.5% | +2.0% | -29.6% | -23.2% |
| 6M | -31.0% | +13.0% | -44.1% | +2.3% |
| YTD | -17.9% | +13.6% | -31.5% | +25.3% |
| 1Y | -21.1% | +20.1% | -41.1% | +45.4% |
| 3Y | -80.2% | +77.6% | -157.8% | +60.4% |
| 5Y | -84.3% | +82.4% | -166.7% | +111.2% |
| 10Y | -99.7% | +316.8% | -416.5% | +132.3% |
| All | -100.0% | +817.1% | -917.1% | +280.7% |
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 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