+313.7%
VOO vs CAT
+697.1%
-383.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.2% |
| 7D | -0.9% | +1.7% | -2.7% | -1.6% |
| 30D | -2.3% | -24.6% | +22.2% | +7.4% |
| 3M | -1.2% | -28.5% | +27.3% | +10.5% |
| 6M | +3.3% | -34.8% | +38.1% | +18.2% |
| YTD | +12.3% | +5.9% | +6.4% | +5.7% |
| 1Y | +12.5% | +6.8% | +5.7% | +5.4% |
| 3Y | +79.2% | +161.1% | -81.9% | +14.9% |
| 5Y | +75.7% | +213.4% | -137.7% | +1.6% |
| 10Y | +313.7% | +700.3% | -386.7% | +64.8% |
| All | +313.7% | +697.1% | -383.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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