-20.7%
FDS vs VOO
+82.3%
-103.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -5.4% | +0.5% | -5.9% | -5.7% |
| 30D | +1.6% | -0.9% | +2.5% | +2.2% |
| 3M | +17.7% | +3.9% | +13.9% | +14.5% |
| 6M | +29.1% | +14.5% | +14.5% | +16.6% |
| YTD | +1.0% | +13.0% | -12.0% | -7.8% |
| 1Y | -21.6% | +19.4% | -41.1% | -31.5% |
| 3Y | -30.1% | +78.9% | -109.0% | -55.7% |
| 5Y | -20.7% | +82.3% | -103.0% | -50.5% |
| All | -20.7% | +82.3% | -103.1% | -50.5% |
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