-38.7%
FFTY vs VOO
+72.6%
-111.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +1.1% | +2.6% | -1.5% | -2.2% |
| 30D | -13.5% | -2.0% | -11.5% | -11.3% |
| 3M | -22.3% | -2.8% | -19.5% | -19.4% |
| 6M | -30.7% | +2.2% | -32.8% | -32.2% |
| YTD | -16.4% | +11.5% | -28.0% | -26.3% |
| 1Y | -13.7% | +13.5% | -27.1% | -25.3% |
| 3Y | +36.7% | +78.1% | -41.3% | -27.7% |
| All | -38.7% | +72.6% | -111.3% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling