+27.3%
FR vs VOO
+82.3%
-55.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -1.1% | +0.5% | -1.7% | -1.5% |
| 30D | -3.0% | -0.9% | -2.1% | -2.3% |
| 3M | +2.2% | +3.9% | -1.7% | -1.1% |
| 6M | +4.9% | +14.5% | -9.7% | -6.2% |
| YTD | +9.6% | +13.0% | -3.3% | -1.0% |
| 1Y | +22.4% | +19.4% | +2.9% | +5.5% |
| 3Y | +33.6% | +78.9% | -45.3% | -17.9% |
| 5Y | +27.3% | +82.3% | -55.0% | -24.7% |
| All | +27.3% | +82.3% | -55.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling