+827.8%
VOO vs T
+279.5%
+548.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +0.1% | +11.4% | -11.3% | -3.8% |
| 3M | +2.0% | +14.3% | -12.3% | -3.4% |
| 6M | +13.0% | -9.3% | +22.3% | +16.3% |
| YTD | +13.6% | +7.1% | +6.5% | +9.1% |
| 1Y | +20.1% | -9.1% | +29.2% | +22.7% |
| 3Y | +77.6% | +105.3% | -27.8% | +24.3% |
| 5Y | +82.4% | +66.8% | +15.6% | +36.6% |
| 10Y | +316.8% | +66.8% | +250.1% | +203.2% |
| All | +827.8% | +279.5% | +548.2% | +259.7% |
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