-23.3%
FDS vs VOO
+72.8%
-96.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | +13.5% | -3.6% | +17.2% | +16.0% |
| 3M | +15.2% | -2.7% | +17.9% | +16.9% |
| 6M | +47.0% | +2.2% | +44.8% | +43.7% |
| YTD | +13.9% | +10.9% | +3.0% | +4.7% |
| 1Y | +25.2% | +11.3% | +13.8% | +14.6% |
| 3Y | -25.3% | +76.9% | -102.3% | -53.0% |
| 5Y | -23.3% | +73.5% | -96.8% | -51.3% |
| All | -23.3% | +72.8% | -96.1% | -51.3% |
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