+120.2%
RFEM vs VOO
+308.3%
-188.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -4.0% | -2.7% | -1.3% | -1.7% |
| 30D | -11.3% | -5.4% | -5.9% | -7.0% |
| 3M | -8.0% | -4.1% | -4.0% | -4.7% |
| 6M | +15.0% | +10.8% | +4.1% | +6.5% |
| YTD | +15.0% | +10.8% | +4.1% | +6.5% |
| 1Y | +14.8% | +11.0% | +3.8% | +6.3% |
| 3Y | +72.7% | +75.5% | -2.8% | +10.2% |
| 5Y | +56.9% | +68.4% | -11.5% | +2.7% |
| All | +120.2% | +308.3% | -188.1% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling