-39.9%
FFTY vs VOO
+74.6%
-114.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.9% |
| 7D | +0.3% | +3.3% | -3.0% | -3.8% |
| 30D | -17.4% | -2.7% | -14.7% | -14.5% |
| 3M | -21.9% | -1.7% | -20.2% | -20.1% |
| 6M | -30.0% | +3.1% | -33.1% | -32.3% |
| YTD | -16.6% | +11.9% | -28.6% | -26.8% |
| 1Y | -19.7% | +12.1% | -31.8% | -29.4% |
| 3Y | +37.3% | +78.6% | -41.2% | -27.6% |
| 5Y | -39.9% | +73.8% | -113.7% | -65.6% |
| All | -39.9% | +74.6% | -114.4% | -65.6% |
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 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