+29.5%
FRST vs VOO
+82.3%
-52.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.2% |
| 7D | +3.1% | +0.5% | +2.5% | +2.6% |
| 30D | -0.9% | -0.9% | +0.1% | -0.2% |
| 3M | +7.8% | +3.9% | +3.9% | +4.4% |
| 6M | +25.6% | +14.5% | +11.1% | +12.5% |
| YTD | +18.2% | +13.0% | +5.2% | +7.0% |
| 1Y | +48.7% | +19.4% | +29.3% | +28.5% |
| 3Y | +112.3% | +78.9% | +33.5% | +38.4% |
| 5Y | +29.5% | +82.3% | -52.8% | -18.3% |
| All | +29.5% | +82.3% | -52.9% | -18.3% |
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