+54.6%
FEZ vs VOO
+67.9%
-13.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | 0.0% | -2.7% | +2.7% | +2.5% |
| 30D | -1.2% | -5.4% | +4.2% | +3.9% |
| 3M | -8.5% | -4.1% | -4.5% | -5.1% |
| 6M | -2.6% | +0.7% | -3.4% | -3.4% |
| YTD | +2.9% | +8.7% | -5.8% | -4.6% |
| 1Y | +7.9% | +11.0% | -3.1% | -1.9% |
| 3Y | +65.5% | +75.5% | -10.0% | -3.7% |
| All | +54.6% | +67.9% | -13.3% | -7.7% |
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