-22.4%
FF vs VOO
+309.6%
-332.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.8% |
| 7D | -45.5% | +2.6% | -48.1% | -46.7% |
| 30D | -46.8% | -2.0% | -44.8% | -46.0% |
| 3M | -48.8% | -2.8% | -46.1% | -47.8% |
| 6M | -28.3% | +2.2% | -30.4% | -30.1% |
| YTD | -7.4% | +11.5% | -18.9% | -16.5% |
| 1Y | -11.6% | +13.5% | -25.1% | -21.5% |
| 3Y | -19.5% | +78.1% | -97.6% | -52.7% |
| 5Y | -42.9% | +73.1% | -116.1% | -66.0% |
| All | -22.4% | +309.6% | -332.1% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling