-65.7%
FPH vs VOO
+274.3%
-340.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +3.4% | +2.0% | +1.4% | +0.9% |
| 6M | -7.2% | +13.0% | -20.2% | -18.2% |
| YTD | -7.7% | +13.6% | -21.3% | -19.0% |
| 1Y | -8.3% | +20.1% | -28.4% | -24.1% |
| 3Y | +70.9% | +77.6% | -6.7% | -6.8% |
| 5Y | -36.2% | +82.4% | -118.7% | -66.6% |
| All | -65.7% | +274.3% | -340.0% | -91.6% |
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