+419.3%
USMV vs VOO
+721.4%
-302.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | -0.7% | -0.9% | +0.2% | 0.0% |
| 3M | +5.3% | +3.9% | +1.4% | +2.3% |
| 6M | +4.1% | +14.5% | -10.4% | -5.9% |
| YTD | +6.9% | +13.0% | -6.1% | -2.5% |
| 1Y | +7.8% | +19.4% | -11.6% | -5.6% |
| 3Y | +40.6% | +78.9% | -38.3% | -10.0% |
| 5Y | +39.3% | +82.3% | -42.9% | -12.9% |
| 10Y | +159.3% | +314.2% | -154.9% | -13.1% |
| All | +419.3% | +721.4% | -302.1% | +17.5% |
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