+828.8%
FPX vs VOO
+795.4%
+33.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.0% |
| 30D | -7.4% | -3.6% | -3.8% | -3.4% |
| 3M | -7.4% | -2.7% | -4.7% | -4.4% |
| 6M | -10.7% | +2.2% | -13.0% | -12.5% |
| YTD | +2.2% | +10.9% | -8.7% | -8.1% |
| 1Y | +0.6% | +11.3% | -10.7% | -9.7% |
| 3Y | +104.9% | +76.9% | +28.0% | +15.1% |
| 5Y | +29.5% | +73.5% | -44.0% | -24.7% |
| 10Y | +231.5% | +307.7% | -76.2% | -17.3% |
| All | +828.8% | +795.4% | +33.4% | +11.4% |
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