-23.7%
FPS vs VOO
+11.7%
-35.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +1.3% |
| 7D | +13.6% | +2.6% | +11.0% | +5.1% |
| 30D | -32.4% | -2.0% | -30.4% | -24.8% |
| 3M | -41.1% | -2.8% | -38.3% | -32.3% |
| 6M | -51.4% | +2.2% | -53.6% | -51.6% |
| All | -23.7% | +11.7% | -35.4% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling