-100.0%
FTFT vs VOO
+82.8%
-182.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.5% | +0.8% | +39.6% | +39.5% |
| 7D | +76.7% | -0.8% | +77.5% | +78.7% |
| 30D | -11.1% | -1.1% | -10.0% | -9.7% |
| 3M | -80.4% | +3.9% | -84.3% | -81.2% |
| 6M | -87.2% | +13.6% | -100.9% | -89.0% |
| YTD | -94.2% | +12.7% | -106.9% | -94.9% |
| 1Y | -98.3% | +17.6% | -115.9% | -98.6% |
| 3Y | -99.6% | +77.3% | -176.9% | -99.8% |
| All | -100.0% | +82.8% | -182.8% | -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 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