+317.6%
VOO vs ADSK
+222.2%
+95.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -2.5% | +1.8% | 0.0% |
| 30D | -1.1% | -14.9% | +13.8% | +3.7% |
| 3M | +3.9% | +3.3% | +0.6% | +1.6% |
| 6M | +13.6% | -15.7% | +29.3% | +17.8% |
| YTD | +12.7% | -28.2% | +41.0% | +22.7% |
| 1Y | +17.6% | -34.5% | +52.1% | +31.9% |
| 3Y | +77.3% | -2.9% | +80.2% | +70.6% |
| 5Y | +84.1% | -25.3% | +109.5% | +85.5% |
| All | +317.6% | +222.2% | +95.4% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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