+12.0%
UTWO vs VOO
+96.1%
-84.2%
-2.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -0.4% | -1.1% | +0.6% | -0.4% |
| 3M | -0.1% | +3.9% | -4.0% | -0.1% |
| 6M | +0.1% | +13.6% | -13.5% | +0.1% |
| YTD | +0.4% | +12.7% | -12.3% | +0.4% |
| 1Y | +1.5% | +17.6% | -16.1% | +1.6% |
| 3Y | +11.8% | +77.3% | -65.5% | +11.6% |
| All | +12.0% | +96.1% | -84.2% | +11.6% |
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 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