-5.0%
REYN vs VOO
+159.4%
-164.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -9.1% | +0.1% | -9.3% | -9.2% |
| 30D | -17.6% | +0.1% | -17.7% | -17.6% |
| 3M | +1.7% | +2.0% | -0.3% | +1.0% |
| 6M | -4.6% | +13.0% | -17.7% | -8.1% |
| YTD | -1.8% | +13.6% | -15.4% | -5.6% |
| 1Y | -3.6% | +20.1% | -23.7% | -8.9% |
| 3Y | -9.8% | +77.6% | -87.3% | -24.6% |
| 5Y | -8.5% | +82.4% | -91.0% | -25.3% |
| All | -5.0% | +159.4% | -164.4% | -28.2% |
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