+322.5%
VOO vs T
+63.2%
+259.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.4% | -3.1% | +2.7% | +0.6% |
| 30D | -1.4% | +4.6% | -6.0% | -2.7% |
| 3M | +3.7% | +12.2% | -8.5% | -0.3% |
| 6M | +13.0% | -6.5% | +19.5% | +14.7% |
| YTD | +12.4% | +4.9% | +7.5% | +9.4% |
| 1Y | +18.6% | -10.5% | +29.1% | +21.6% |
| 3Y | +78.1% | +104.6% | -26.5% | +30.6% |
| 5Y | +82.3% | +64.2% | +18.1% | +43.0% |
| 10Y | +322.5% | +68.4% | +254.1% | +227.3% |
| All | +322.5% | +63.2% | +259.3% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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