+1.5%
FDRS vs VOO
+12.0%
-10.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | +0.3% |
| 7D | +2.5% | +0.5% | +2.0% | +1.6% |
| 30D | +2.7% | -0.9% | +3.6% | +4.6% |
| 3M | +6.0% | +3.9% | +2.1% | -0.2% |
| 6M | +15.9% | +14.5% | +1.3% | -6.9% |
| YTD | +2.6% | +13.0% | -10.4% | -15.0% |
| All | +1.5% | +12.0% | -10.6% | -15.0% |
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