+90.4%
FTGS vs VOO
+111.5%
-21.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -1.4% | +0.5% | -1.9% | -1.9% |
| 30D | -4.0% | -0.9% | -3.0% | -3.0% |
| 3M | +3.7% | +3.9% | -0.2% | -0.4% |
| 6M | +7.2% | +14.5% | -7.3% | -7.0% |
| YTD | +7.9% | +13.0% | -5.0% | -5.0% |
| 1Y | +6.7% | +19.4% | -12.7% | -11.5% |
| 3Y | +58.1% | +78.9% | -20.8% | -14.3% |
| All | +90.4% | +111.5% | -21.1% | -13.3% |
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