+307.7%
VOO vs F
+77.5%
+230.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | -3.6% | +0.9% | -4.5% | -4.0% |
| 3M | -2.7% | -11.3% | +8.6% | +0.1% |
| 6M | +2.2% | +2.0% | +0.2% | +0.3% |
| YTD | +10.9% | -3.2% | +14.1% | +9.9% |
| 1Y | +11.3% | -3.5% | +14.8% | +10.4% |
| 3Y | +76.9% | +48.1% | +28.8% | +49.8% |
| 5Y | +73.5% | -13.5% | +87.0% | +64.7% |
| 10Y | +307.7% | +72.2% | +235.5% | +170.5% |
| All | +307.7% | +77.5% | +230.2% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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