-32.3%
FDRV vs VOO
+86.5%
-118.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.2% |
| 7D | -2.2% | -0.8% | -1.5% | -1.1% |
| 30D | -6.7% | -1.1% | -5.7% | -5.2% |
| 3M | -13.2% | +3.9% | -17.1% | -17.8% |
| 6M | +2.0% | +13.6% | -11.6% | -14.8% |
| YTD | +3.8% | +12.7% | -8.9% | -12.2% |
| 1Y | +4.0% | +17.6% | -13.6% | -17.0% |
| 3Y | -3.9% | +77.3% | -81.2% | -58.5% |
| All | -32.3% | +86.5% | -118.8% | -71.4% |
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