+313.7%
VOO vs M
-5.1%
+318.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -0.9% | -3.3% | +2.4% | -0.5% |
| 30D | -2.3% | +8.1% | -10.4% | -3.5% |
| 3M | -1.2% | +2.2% | -3.4% | -1.7% |
| 6M | +3.3% | +35.1% | -31.8% | -1.6% |
| YTD | +12.3% | +15.8% | -3.5% | +8.9% |
| 1Y | +12.5% | +25.8% | -13.3% | +7.6% |
| 3Y | +79.2% | +156.2% | -77.1% | +49.6% |
| 5Y | +75.7% | -2.4% | +78.0% | +62.0% |
| 10Y | +313.7% | -7.1% | +320.8% | +223.4% |
| All | +313.7% | -5.1% | +318.8% | +223.4% |
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