+6.1%
FPFD vs VOO
+87.8%
-81.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.2% |
| 7D | +0.5% | -4.7% | +5.2% | +1.2% |
| 30D | +0.1% | -5.9% | +6.0% | +1.0% |
| 3M | -2.6% | -4.5% | +1.9% | -2.0% |
| 6M | -3.2% | +1.9% | -5.1% | -3.5% |
| YTD | -1.9% | +8.4% | -10.3% | -3.2% |
| 1Y | -1.8% | +9.5% | -11.2% | -3.2% |
| 3Y | +20.2% | +75.3% | -55.0% | +9.4% |
| 5Y | +3.8% | +67.9% | -64.0% | -6.2% |
| All | +6.1% | +87.8% | -81.6% | -4.5% |
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