+64.9%
FF vs VOO
+314.0%
-249.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | -2.0% | +0.5% | -2.6% | -2.5% |
| 30D | +5.1% | -0.9% | +6.0% | +5.8% |
| 3M | +20.2% | +3.9% | +16.3% | +15.9% |
| 6M | +17.3% | +14.5% | +2.8% | +3.9% |
| YTD | +70.5% | +13.0% | +57.5% | +52.4% |
| 1Y | +38.4% | +19.4% | +19.0% | +17.7% |
| 3Y | +29.6% | +78.9% | -49.2% | -24.4% |
| 5Y | +19.1% | +82.3% | -63.2% | -32.6% |
| 10Y | +64.9% | +314.2% | -249.3% | -66.2% |
| All | +64.9% | +314.0% | -249.1% | -66.2% |
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