+27.7%
FICS vs VOO
+67.5%
-39.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | +1.0% |
| 7D | +2.0% | -4.7% | +6.7% | +4.9% |
| 30D | +6.0% | -5.9% | +11.9% | +9.8% |
| 3M | -1.6% | -4.5% | +2.9% | +1.1% |
| 6M | +6.6% | +1.9% | +4.8% | +5.2% |
| YTD | +7.4% | +8.4% | -1.0% | +2.0% |
| 1Y | +12.4% | +9.5% | +2.9% | +6.1% |
| 3Y | +48.2% | +75.3% | -27.1% | +2.0% |
| 5Y | +27.7% | +67.9% | -40.1% | -11.8% |
| All | +27.7% | +67.5% | -39.8% | -11.8% |
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