+447.1%
FXZ vs VOO
+817.1%
-370.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +5.4% | +0.1% | +5.3% | +5.3% |
| 3M | +3.0% | +2.0% | +0.9% | +0.7% |
| 6M | +12.0% | +13.0% | -1.1% | -2.5% |
| YTD | +33.4% | +13.6% | +19.8% | +15.6% |
| 1Y | +42.9% | +20.1% | +22.8% | +16.4% |
| 3Y | +35.2% | +77.6% | -42.3% | -29.6% |
| 5Y | +60.1% | +82.4% | -22.3% | -19.5% |
| 10Y | +187.2% | +316.8% | -129.6% | -45.8% |
| All | +447.1% | +817.1% | -370.0% | -62.8% |
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