-100.0%
FEED vs VOO
+334.1%
-434.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | 0.0% | +3.3% | -3.3% | -1.5% |
| 30D | -52.7% | -2.7% | -50.0% | -52.2% |
| 3M | -94.7% | -1.7% | -92.9% | -94.6% |
| 6M | -98.3% | +3.1% | -101.4% | -98.3% |
| YTD | -99.1% | +11.9% | -111.0% | -99.1% |
| 1Y | -99.5% | +12.1% | -111.6% | -99.6% |
| 3Y | -100.0% | +78.6% | -178.6% | -100.0% |
| 5Y | -100.0% | +73.8% | -173.8% | -100.0% |
| 10Y | -100.0% | +312.3% | -412.3% | -100.0% |
| All | -100.0% | +334.1% | -434.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling