+11.4%
VTES vs VOO
+98.0%
-86.6%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.1% | -3.3% | +5.4% | +2.1% |
| 3M | +0.6% | -2.4% | +3.0% | +0.6% |
| 6M | +1.0% | +2.6% | -1.6% | +1.0% |
| YTD | +1.4% | +11.3% | -9.8% | +1.3% |
| 1Y | +2.0% | +13.4% | -11.5% | +1.9% |
| 3Y | +10.5% | +80.3% | -69.8% | +10.3% |
| All | +11.4% | +98.0% | -86.6% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling