+1,143.0%
FXL vs VOO
+817.1%
+325.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | -2.6% | +2.0% | -4.6% | -4.5% |
| 6M | +30.4% | +13.0% | +17.4% | +13.0% |
| YTD | +27.9% | +13.6% | +14.3% | +10.4% |
| 1Y | +34.5% | +20.1% | +14.5% | +8.9% |
| 3Y | +83.9% | +77.6% | +6.4% | -5.4% |
| 5Y | +67.1% | +82.4% | -15.3% | -15.4% |
| 10Y | +509.8% | +316.8% | +193.0% | +18.2% |
| All | +1,143.0% | +817.1% | +325.9% | -8.3% |
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 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