+918.6%
FPX vs VOO
+807.8%
+110.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.3% |
| 30D | +1.5% | -1.4% | +2.9% | +3.1% |
| 3M | -1.2% | +3.7% | -4.9% | -4.9% |
| 6M | +10.7% | +13.0% | -2.3% | -2.7% |
| YTD | +12.1% | +12.4% | -0.4% | -0.9% |
| 1Y | +18.7% | +18.6% | +0.1% | -0.6% |
| 3Y | +110.1% | +78.1% | +32.0% | +17.1% |
| 5Y | +44.8% | +82.3% | -37.4% | -20.0% |
| 10Y | +265.4% | +322.5% | -57.2% | -12.3% |
| All | +918.6% | +807.8% | +110.8% | +20.1% |
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