+314.2%
VOO vs C
+289.2%
+25.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | +0.5% | +3.2% | -2.6% | -0.7% |
| 30D | -0.9% | +1.3% | -2.2% | -1.5% |
| 3M | +3.9% | +3.1% | +0.8% | +2.3% |
| 6M | +14.5% | +29.6% | -15.1% | +3.0% |
| YTD | +13.0% | +19.0% | -6.0% | +4.4% |
| 1Y | +19.4% | +45.6% | -26.2% | +1.7% |
| 3Y | +78.9% | +269.3% | -190.4% | +3.3% |
| 5Y | +82.3% | +131.6% | -49.3% | +24.0% |
| 10Y | +314.2% | +286.5% | +27.7% | +116.5% |
| All | +314.2% | +289.2% | +25.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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