+377.1%
FXZ vs VOO
+777.9%
-400.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +3.4% |
| 30D | -2.6% | -5.4% | +2.7% | +3.5% |
| 3M | -7.1% | -4.1% | -3.0% | -2.7% |
| 6M | -8.7% | +0.7% | -9.5% | -9.6% |
| YTD | +16.3% | +8.7% | +7.6% | +5.8% |
| 1Y | +29.4% | +11.0% | +18.5% | +15.1% |
| 3Y | +28.6% | +75.5% | -46.9% | -32.2% |
| 5Y | +31.4% | +68.4% | -37.0% | -27.7% |
| 10Y | +166.0% | +315.7% | -149.7% | -49.9% |
| All | +377.1% | +777.9% | -400.8% | -66.0% |
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