+83.1%
VOO vs FDS
-20.8%
+103.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.4% |
| 7D | +0.5% | -5.4% | +5.9% | +1.7% |
| 30D | -0.9% | +1.6% | -2.5% | -1.4% |
| 3M | +3.9% | +17.7% | -13.9% | -0.6% |
| 6M | +14.5% | +29.1% | -14.5% | +5.9% |
| YTD | +13.0% | +1.0% | +12.0% | +12.7% |
| 1Y | +19.4% | -21.6% | +41.1% | +30.7% |
| 3Y | +78.9% | -30.1% | +109.0% | +101.7% |
| All | +83.1% | -20.8% | +103.9% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling