+263.2%
JOF vs VOO
+777.9%
-514.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.4% | -2.7% | +0.3% | -0.7% |
| 30D | -13.9% | -5.4% | -8.5% | -10.9% |
| 3M | -10.4% | -4.1% | -6.3% | -8.0% |
| 6M | -2.5% | +0.7% | -3.3% | -2.9% |
| YTD | +4.9% | +8.7% | -3.9% | -0.2% |
| 1Y | +15.3% | +11.0% | +4.3% | +8.4% |
| 3Y | +87.5% | +75.5% | +12.0% | +33.1% |
| 5Y | +62.1% | +68.4% | -6.2% | +16.6% |
| 10Y | +128.3% | +315.7% | -187.4% | -12.3% |
| All | +263.2% | +777.9% | -514.7% | -26.4% |
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