+99.4%
FDCF vs VOO
+85.7%
+13.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | +1.8% | +0.5% | +1.2% | +1.1% |
| 30D | -0.9% | -0.9% | +0.1% | +0.3% |
| 3M | +2.7% | +3.9% | -1.2% | -1.9% |
| 6M | +12.5% | +14.5% | -2.1% | -4.4% |
| YTD | +5.2% | +13.0% | -7.7% | -9.0% |
| 1Y | +4.3% | +19.4% | -15.1% | -15.5% |
| 3Y | +95.8% | +78.9% | +16.9% | -6.4% |
| All | +99.4% | +85.7% | +13.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling