+788.1%
VOO vs M
+96.1%
+692.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.0% |
| 7D | -2.7% | -4.3% | +1.6% | -2.1% |
| 30D | -5.4% | +1.3% | -6.6% | -5.7% |
| 3M | -4.1% | -7.4% | +3.3% | -3.2% |
| 6M | +0.7% | +18.3% | -17.6% | -2.6% |
| YTD | +8.7% | +7.6% | +1.1% | +6.3% |
| 1Y | +11.0% | +17.4% | -6.4% | +6.7% |
| 3Y | +75.5% | +108.4% | -32.9% | +47.8% |
| 5Y | +68.4% | -10.6% | +79.0% | +56.1% |
| 10Y | +315.7% | -3.2% | +318.9% | +232.8% |
| All | +788.1% | +96.1% | +692.0% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling