-32.1%
FDS vs VOO
+77.0%
-109.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -8.8% | -0.4% | -8.4% | -8.6% |
| 30D | -1.4% | -1.4% | 0.0% | -0.7% |
| 3M | +13.9% | +3.7% | +10.2% | +11.6% |
| 6M | +27.4% | +13.0% | +14.4% | +18.2% |
| YTD | -2.5% | +12.4% | -14.9% | -9.2% |
| 1Y | -23.8% | +18.6% | -42.4% | -31.5% |
| All | -32.1% | +77.0% | -109.1% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling