+2,003.2%
XLK vs VOO
+802.4%
+1,200.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -0.4% | -2.0% | +1.6% | +2.0% |
| 30D | -0.5% | -1.7% | +1.2% | +1.6% |
| 3M | +5.0% | +4.7% | +0.2% | -0.2% |
| 6M | +32.9% | +12.6% | +20.3% | +16.5% |
| YTD | +29.0% | +11.8% | +17.2% | +14.3% |
| 1Y | +37.8% | +17.5% | +20.3% | +15.4% |
| 3Y | +118.7% | +77.0% | +41.7% | +16.4% |
| 5Y | +145.6% | +82.6% | +63.0% | +28.6% |
| 10Y | +791.5% | +320.0% | +471.5% | +99.4% |
| All | +2,003.2% | +802.4% | +1,200.8% | +126.6% |
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