-71.1%
FTK vs VOO
+321.7%
-392.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | +15.5% | -2.0% | +17.5% | +18.8% |
| 30D | -29.4% | -1.7% | -27.7% | -27.6% |
| 3M | +16.0% | +4.7% | +11.2% | +9.2% |
| 6M | +56.7% | +12.6% | +44.1% | +32.6% |
| YTD | +59.1% | +11.8% | +47.4% | +36.8% |
| 1Y | +147.0% | +17.5% | +129.5% | +98.3% |
| 3Y | +444.0% | +77.0% | +367.1% | +147.6% |
| 5Y | +259.8% | +82.6% | +177.3% | +52.5% |
| All | -71.1% | +321.7% | -392.8% | -96.6% |
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