+43.3%
IR vs VOO
+82.3%
-39.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.0% |
| 7D | +0.6% | +0.5% | +0.1% | 0.0% |
| 30D | -13.6% | -0.9% | -12.7% | -12.6% |
| 3M | +3.7% | +3.9% | -0.2% | -0.9% |
| 6M | -13.1% | +14.5% | -27.6% | -26.0% |
| YTD | -5.1% | +13.0% | -18.1% | -17.8% |
| 1Y | -6.5% | +19.4% | -25.9% | -24.2% |
| 3Y | +8.5% | +78.9% | -70.4% | -44.3% |
| 5Y | +43.3% | +82.3% | -39.0% | -28.3% |
| All | +43.3% | +82.3% | -39.0% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling