+805.8%
VOO vs T
+227.9%
+577.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -0.6% | +2.6% | -3.2% | -1.4% |
| 30D | -3.6% | -1.1% | -2.6% | -3.6% |
| 3M | -2.7% | -7.7% | +5.0% | -0.8% |
| 6M | +2.2% | -10.6% | +12.9% | +4.9% |
| YTD | +10.9% | -7.5% | +18.4% | +11.3% |
| 1Y | +11.3% | -7.4% | +18.8% | +11.6% |
| 3Y | +76.9% | +63.1% | +13.8% | +35.1% |
| 5Y | +73.5% | +55.2% | +18.3% | +30.6% |
| 10Y | +307.7% | +58.8% | +248.9% | +192.6% |
| All | +805.8% | +227.9% | +577.9% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling