+92.7%
FSEP vs VOO
+156.8%
-64.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +1.1% | +0.1% | +1.0% | +1.1% |
| 3M | +3.3% | +2.0% | +1.3% | +1.9% |
| 6M | +9.6% | +13.0% | -3.5% | +1.5% |
| YTD | +10.3% | +13.6% | -3.3% | +1.9% |
| 1Y | +13.9% | +20.1% | -6.2% | +1.7% |
| 3Y | +47.5% | +77.6% | -30.0% | +3.1% |
| 5Y | +65.1% | +82.4% | -17.4% | +11.8% |
| All | +92.7% | +156.8% | -64.2% | +6.8% |
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