+89.2%
FTGS vs VOO
+108.8%
-19.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +2.9% | +2.6% | +0.3% | +0.3% |
| 30D | -0.4% | -2.0% | +1.6% | +1.7% |
| 3M | -5.2% | -2.8% | -2.4% | -2.4% |
| 6M | +5.5% | +2.2% | +3.3% | +3.0% |
| YTD | +7.2% | +11.5% | -4.3% | -4.4% |
| 1Y | +8.7% | +13.5% | -4.8% | -4.8% |
| 3Y | +55.4% | +78.1% | -22.7% | -15.4% |
| All | +89.2% | +108.8% | -19.6% | -12.6% |
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 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