+594.2%
RF vs VOO
+817.1%
-222.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +8.1% | +2.0% | +6.1% | +4.5% |
| 6M | +11.5% | +13.0% | -1.6% | -6.7% |
| YTD | +15.6% | +13.6% | +2.0% | -4.0% |
| 1Y | +15.7% | +20.1% | -4.4% | -11.3% |
| 3Y | +86.9% | +77.6% | +9.3% | -18.2% |
| 5Y | +89.8% | +82.4% | +7.4% | -20.9% |
| 10Y | +344.7% | +316.8% | +27.8% | -48.0% |
| All | +594.2% | +817.1% | -222.9% | -80.8% |
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