+322.5%
VOO vs B
+200.3%
+122.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -1.4% | +9.5% | -10.9% | -2.4% |
| 3M | +3.7% | +14.3% | -10.6% | +2.0% |
| 6M | +13.0% | -1.9% | +14.9% | +12.6% |
| YTD | +12.4% | +4.1% | +8.4% | +11.1% |
| 1Y | +18.6% | +56.1% | -37.5% | +12.1% |
| 3Y | +78.1% | +202.0% | -123.9% | +56.2% |
| 5Y | +82.3% | +158.8% | -76.5% | +60.3% |
| 10Y | +322.5% | +211.9% | +110.6% | +268.4% |
| All | +322.5% | +200.3% | +122.3% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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