-44.7%
MAX vs VOO
+82.4%
-127.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -1.7% |
| 7D | -4.3% | +0.5% | -4.9% | -5.0% |
| 30D | -12.2% | -0.9% | -11.2% | -11.2% |
| 3M | +28.4% | +3.9% | +24.5% | +22.0% |
| 6M | +16.3% | +14.5% | +1.8% | -3.2% |
| YTD | -9.1% | +13.0% | -22.1% | -22.8% |
| 1Y | -7.0% | +19.4% | -26.4% | -26.6% |
| 3Y | +51.5% | +78.9% | -27.4% | -32.2% |
| All | -44.7% | +82.4% | -127.1% | -75.4% |
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 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