-100.0%
VTAK vs VOO
+197.3%
-297.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.0% | +5.3% |
| 7D | -14.3% | -0.8% | -13.5% | -13.7% |
| 30D | -37.9% | -1.1% | -36.9% | -37.4% |
| 3M | -83.2% | +3.9% | -87.1% | -83.7% |
| 6M | -88.7% | +13.6% | -102.4% | -89.9% |
| YTD | -90.2% | +12.7% | -102.9% | -91.0% |
| 1Y | -92.8% | +17.6% | -110.4% | -93.6% |
| 3Y | -99.8% | +77.3% | -177.2% | -99.9% |
| 5Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +197.3% | -297.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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