-7.9%
FXB vs VOO
+806.9%
-814.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +0.7% | -2.3% | +3.0% | +1.0% |
| 3M | -1.2% | -1.2% | 0.0% | -1.1% |
| 6M | -1.5% | +3.3% | -4.9% | -2.1% |
| YTD | +0.2% | +12.3% | -12.1% | -1.5% |
| 1Y | +3.0% | +12.5% | -9.5% | +1.1% |
| 3Y | +17.3% | +79.2% | -61.9% | +7.3% |
| 5Y | +10.0% | +75.7% | -65.7% | +0.2% |
| 10Y | +15.1% | +313.7% | -298.6% | -7.6% |
| All | -7.9% | +806.9% | -814.8% | -36.7% |
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 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