+322.5%
VOO vs M
-7.1%
+329.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | -0.4% | -4.1% | +3.7% | +0.2% |
| 30D | -1.4% | -13.6% | +12.2% | +0.6% |
| 3M | +3.7% | -2.3% | +6.0% | +3.7% |
| 6M | +13.0% | +21.9% | -8.9% | +9.3% |
| YTD | +12.4% | -0.6% | +13.0% | +11.6% |
| 1Y | +18.6% | +29.7% | -11.1% | +13.0% |
| 3Y | +78.1% | +107.3% | -29.2% | +53.2% |
| 5Y | +82.3% | +20.5% | +61.8% | +63.4% |
| 10Y | +322.5% | -6.1% | +328.6% | +228.8% |
| All | +322.5% | -7.1% | +329.6% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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