+317.6%
VOO vs USFR
+28.1%
+289.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | +0.4% | -1.4% | -1.2% |
| 3M | +3.9% | +1.0% | +2.9% | +3.4% |
| 6M | +13.6% | +2.0% | +11.6% | +12.6% |
| YTD | +12.7% | +2.8% | +10.0% | +11.2% |
| 1Y | +17.6% | +4.1% | +13.5% | +15.2% |
| 3Y | +77.3% | +14.1% | +63.2% | +66.2% |
| 5Y | +84.1% | +20.6% | +63.5% | +67.4% |
| All | +317.6% | +28.1% | +289.4% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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