+69.1%
FTLF vs VOO
+81.4%
-12.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -5.8% | -0.4% | -5.5% | -5.7% |
| 30D | -4.5% | -1.4% | -3.1% | -4.1% |
| 3M | -6.9% | +3.7% | -10.7% | -8.2% |
| 6M | -35.5% | +13.0% | -48.6% | -38.3% |
| YTD | -41.5% | +12.4% | -54.0% | -43.9% |
| 1Y | -50.1% | +18.6% | -68.7% | -53.0% |
| 3Y | +11.9% | +78.1% | -66.2% | -4.4% |
| All | +69.1% | +81.4% | -12.4% | +39.4% |
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