-0.3%
FLCH vs VOO
+239.9%
-240.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -2.2% | -0.4% | -1.9% | -2.0% |
| 30D | -6.3% | -1.4% | -4.9% | -5.4% |
| 3M | -1.6% | +3.7% | -5.3% | -4.3% |
| 6M | -8.0% | +13.0% | -21.0% | -16.0% |
| YTD | -10.6% | +12.4% | -23.0% | -18.0% |
| 1Y | -13.2% | +18.6% | -31.8% | -23.5% |
| 3Y | +32.9% | +78.1% | -45.1% | -14.2% |
| 5Y | -15.7% | +82.3% | -97.9% | -46.9% |
| All | -0.3% | +239.9% | -240.2% | -63.8% |
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 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