+532.9%
VOOV vs SPY
+811.1%
-278.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | -0.1% | +0.5% | -0.7% | -0.6% |
| 30D | -0.1% | -0.9% | +0.8% | +0.7% |
| 3M | +4.6% | +3.9% | +0.7% | +1.0% |
| 6M | +9.8% | +14.5% | -4.7% | -2.9% |
| YTD | +12.0% | +12.9% | -1.0% | +0.2% |
| 1Y | +18.1% | +19.4% | -1.3% | +0.5% |
| 3Y | +55.0% | +78.5% | -23.4% | -9.2% |
| 5Y | +73.1% | +81.8% | -8.6% | -1.3% |
| 10Y | +204.1% | +311.5% | -107.4% | -19.0% |
| All | +532.9% | +811.1% | -278.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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