+342.0%
UVSP vs VOO
+812.0%
-470.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.1% |
| 7D | +2.4% | +0.5% | +1.9% | +1.9% |
| 30D | -1.8% | -0.9% | -0.8% | -0.9% |
| 3M | +3.4% | +3.9% | -0.5% | -0.9% |
| 6M | +28.7% | +14.5% | +14.2% | +11.7% |
| YTD | +30.8% | +13.0% | +17.9% | +15.1% |
| 1Y | +37.6% | +19.4% | +18.2% | +14.5% |
| 3Y | +162.9% | +78.9% | +84.1% | +45.4% |
| 5Y | +84.2% | +82.3% | +1.9% | -2.1% |
| 10Y | +144.7% | +314.2% | -169.5% | -48.6% |
| All | +342.0% | +812.0% | -470.0% | -73.3% |
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