+433.9%
VOO vs USFR
+28.6%
+405.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -2.0% | +0.4% | -2.3% | -2.1% |
| 3M | -2.8% | +1.1% | -3.8% | -3.1% |
| 6M | +2.2% | +2.0% | +0.1% | +1.5% |
| YTD | +11.5% | +3.5% | +8.1% | +10.2% |
| 1Y | +13.5% | +4.1% | +9.4% | +12.0% |
| 3Y | +78.1% | +14.4% | +63.7% | +70.2% |
| 5Y | +73.1% | +21.4% | +51.7% | +62.1% |
| 10Y | +310.7% | +28.6% | +282.2% | +277.9% |
| All | +433.9% | +28.6% | +405.3% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling