-19.7%
MTD vs VOO
+80.3%
-100.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -5.6% | -2.0% | -3.6% | -3.4% |
| 30D | -10.9% | -1.7% | -9.2% | -9.2% |
| 3M | +13.0% | +4.7% | +8.3% | +7.0% |
| 6M | +4.0% | +12.6% | -8.6% | -9.5% |
| YTD | -8.1% | +11.8% | -19.9% | -19.3% |
| 1Y | +2.2% | +17.5% | -15.3% | -15.4% |
| 3Y | +13.3% | +77.0% | -63.7% | -41.6% |
| 5Y | -19.7% | +82.6% | -102.2% | -60.0% |
| All | -19.7% | +80.3% | -100.0% | -60.0% |
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 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