+67.5%
RFEM vs VOO
+82.6%
-15.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +4.4% | +0.1% | +4.4% | +4.3% |
| 3M | +5.6% | +2.0% | +3.6% | +4.2% |
| 6M | +19.8% | +13.0% | +6.7% | +9.7% |
| YTD | +28.0% | +13.6% | +14.5% | +16.9% |
| 1Y | +40.7% | +20.1% | +20.6% | +23.5% |
| 3Y | +99.7% | +77.6% | +22.1% | +31.9% |
| All | +67.5% | +82.6% | -15.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling