-63.2%
FORR vs VOO
+75.5%
-138.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -19.8% | -2.7% | -17.1% | -18.3% |
| 30D | -20.4% | -5.4% | -15.0% | -17.5% |
| 3M | -26.4% | -4.1% | -22.3% | -24.3% |
| 6M | +45.0% | +0.7% | +44.2% | +44.3% |
| YTD | +8.7% | +8.7% | 0.0% | +3.1% |
| 1Y | +17.4% | +11.0% | +6.5% | +9.7% |
| 3Y | -63.2% | +75.5% | -138.7% | -79.0% |
| All | -63.2% | +75.5% | -138.7% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling