-3.9%
FPF vs VOO
+72.6%
-76.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -2.0% |
| 30D | +2.6% | -2.0% | +4.6% | +3.5% |
| 3M | -9.9% | -2.8% | -7.2% | -8.8% |
| 6M | -10.4% | +2.2% | -12.6% | -11.5% |
| YTD | -9.1% | +11.5% | -20.7% | -13.9% |
| 1Y | -8.5% | +13.5% | -22.0% | -14.0% |
| 3Y | +38.3% | +78.1% | -39.8% | +3.2% |
| All | -3.9% | +72.6% | -76.5% | -27.2% |
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 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