-30.6%
OTF vs VOO
+27.9%
-58.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +0.1% | +2.6% | -2.5% | -1.6% |
| 30D | +4.0% | -2.0% | +6.0% | +5.4% |
| 3M | -13.9% | -2.8% | -11.1% | -12.3% |
| 6M | -5.6% | +2.2% | -7.7% | -7.2% |
| YTD | -26.9% | +11.5% | -38.5% | -32.3% |
| 1Y | -18.0% | +13.5% | -31.5% | -24.9% |
| All | -30.6% | +27.9% | -58.5% | -41.4% |
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