-99.7%
PROP vs VOO
+539.0%
-638.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -19.0% | +0.1% | -19.1% | -19.0% |
| 30D | -37.9% | +0.1% | -37.9% | -37.8% |
| 3M | -48.0% | +2.0% | -50.0% | -48.2% |
| 6M | -70.4% | +13.0% | -83.4% | -71.3% |
| YTD | -73.2% | +13.6% | -86.8% | -74.0% |
| 1Y | -79.5% | +20.1% | -99.6% | -80.4% |
| 3Y | -96.0% | +77.6% | -173.5% | -96.3% |
| 5Y | -99.1% | +82.4% | -181.5% | -99.2% |
| 10Y | -99.8% | +316.8% | -416.6% | -99.7% |
| All | -99.7% | +539.0% | -638.7% | -99.7% |
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