+827.8%
VOO vs FFIV
+302.5%
+525.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +0.1% | -5.1% | +5.1% | +1.3% |
| 3M | +2.0% | -4.5% | +6.5% | +2.9% |
| 6M | +13.0% | +36.5% | -23.4% | +2.8% |
| YTD | +13.6% | +53.0% | -39.4% | -0.4% |
| 1Y | +20.1% | +24.2% | -4.1% | +11.1% |
| 3Y | +77.6% | +137.2% | -59.6% | +35.4% |
| 5Y | +82.4% | +91.8% | -9.3% | +45.4% |
| 10Y | +316.8% | +215.2% | +101.7% | +186.0% |
| All | +827.8% | +302.5% | +525.2% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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