+231.9%
FFIV vs VOO
+798.5%
-566.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -33.8% | -3.3% | -30.5% | -31.3% |
| 3M | -20.6% | -2.4% | -18.2% | -18.4% |
| 6M | -10.2% | +2.6% | -12.8% | -12.5% |
| YTD | +24.5% | +11.3% | +13.2% | +11.3% |
| 1Y | +29.3% | +13.4% | +15.9% | +13.2% |
| 3Y | +103.8% | +80.3% | +23.5% | +8.8% |
| 5Y | +40.9% | +72.7% | -31.8% | -20.8% |
| 10Y | +126.6% | +310.0% | -183.4% | -54.2% |
| All | +231.9% | +798.5% | -566.6% | -78.4% |
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 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