+322.5%
VOO vs V
+378.5%
-55.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -0.4% | -2.9% | +2.5% | +1.2% |
| 30D | -1.4% | +1.9% | -3.2% | -2.5% |
| 3M | +3.7% | +13.2% | -9.5% | -3.5% |
| 6M | +13.0% | +16.7% | -3.7% | +2.9% |
| YTD | +12.4% | +5.4% | +7.1% | +8.0% |
| 1Y | +18.6% | +7.7% | +10.9% | +12.1% |
| 3Y | +78.1% | +52.0% | +26.1% | +36.2% |
| 5Y | +82.3% | +67.7% | +14.5% | +28.9% |
| 10Y | +322.5% | +384.8% | -62.2% | +77.9% |
| All | +322.5% | +378.5% | -55.9% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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