+818.4%
VOO vs XLF
+543.7%
+274.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -0.4% | -1.0% | +0.7% | +0.3% |
| 30D | -1.4% | -1.3% | -0.1% | -0.5% |
| 3M | +3.7% | +9.1% | -5.4% | -2.4% |
| 6M | +13.0% | +14.4% | -1.3% | +2.9% |
| YTD | +12.4% | +5.1% | +7.4% | +8.3% |
| 1Y | +18.6% | +8.6% | +10.0% | +11.5% |
| 3Y | +78.1% | +74.4% | +3.6% | +20.7% |
| 5Y | +82.3% | +64.4% | +17.9% | +28.1% |
| 10Y | +322.5% | +251.6% | +70.9% | +70.4% |
| All | +818.4% | +543.7% | +274.8% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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