-1.6%
FCNCO vs VOO
+72.6%
-74.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.6% | -2.0% | -1.6% | -2.9% |
| 30D | -2.8% | -1.7% | -1.2% | -2.3% |
| 3M | -2.2% | +4.7% | -6.9% | -3.7% |
| 6M | -9.7% | +12.6% | -22.2% | -13.3% |
| YTD | -2.7% | +11.8% | -14.4% | -6.4% |
| 1Y | -7.4% | +17.5% | -25.0% | -12.5% |
| 3Y | +14.2% | +77.0% | -62.8% | -8.7% |
| All | -1.6% | +72.6% | -74.3% | -23.9% |
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