+805.8%
VOO vs FDS
+389.4%
+416.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | -3.6% | +13.5% | -17.2% | -8.2% |
| 3M | -2.7% | +15.2% | -17.9% | -8.5% |
| 6M | +2.2% | +47.0% | -44.8% | -14.2% |
| YTD | +10.9% | +13.9% | -3.0% | +1.4% |
| 1Y | +11.3% | +25.2% | -13.8% | -2.7% |
| 3Y | +76.9% | -25.3% | +102.3% | +89.9% |
| 5Y | +73.5% | -23.3% | +96.8% | +81.2% |
| 10Y | +307.7% | +126.0% | +181.7% | +151.8% |
| All | +805.8% | +389.4% | +416.4% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling